mini-sized Dow ($5) Future September 2016

Trading Metrics calculated at close of trading on 24-Aug-2016

Day Change Summary
	Previous	Current
	23-Aug-2016	24-Aug-2016	Change	Change %	Previous Week
Open	18,519	18,537	18	0.1%	18,533
High	18,615	18,544	-71	-0.4%	18,623
Low	18,506	18,427	-79	-0.4%	18,443
Close	18,528	18,472	-56	-0.3%	18,540
Range	109	117	8	7.3%	180
ATR	126	126	-1	-0.5%	0
Volume	110,672	111,882	1,210	1.1%	516,772

Daily Pivots for day following 24-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,832	18,769	18,536
R3	18,715	18,652	18,504
R2	18,598	18,598	18,494
R1	18,535	18,535	18,483	18,508
PP	18,481	18,481	18,481	18,468
S1	18,418	18,418	18,461	18,391
S2	18,364	18,364	18,451
S3	18,247	18,301	18,440
S4	18,130	18,184	18,408

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,075	18,988	18,639
R3	18,895	18,808	18,590
R2	18,715	18,715	18,573
R1	18,628	18,628	18,557	18,672
PP	18,535	18,535	18,535	18,557
S1	18,448	18,448	18,524	18,492
S2	18,355	18,355	18,507
S3	18,175	18,268	18,491
S4	17,995	18,088	18,441

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,615	18,427	188	1.0%	105	0.6%	24%	False	True	113,814
10	18,623	18,427	196	1.1%	108	0.6%	23%	False	True	108,302
20	18,623	18,170	453	2.5%	118	0.6%	67%	False	False	112,228
40	18,623	17,255	1,368	7.4%	145	0.8%	89%	False	False	122,896
60	18,623	16,961	1,662	9.0%	167	0.9%	91%	False	False	126,534
80	18,623	16,961	1,662	9.0%	169	0.9%	91%	False	False	95,008
100	18,623	16,961	1,662	9.0%	166	0.9%	91%	False	False	76,026
120	18,623	16,670	1,953	10.6%	160	0.9%	92%	False	False	63,366

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	19,041
2.618	18,850
1.618	18,733
1.000	18,661
0.618	18,616
HIGH	18,544
0.618	18,499
0.500	18,486
0.382	18,472
LOW	18,427
0.618	18,355
1.000	18,310
1.618	18,238
2.618	18,121
4.250	17,930

Fisher Pivots for day following 24-Aug-2016
Pivot	1 day	3 day
R1	18,486	18,521
PP	18,481	18,505
S1	18,477	18,488

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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