mini-sized Dow ($5) Future December 2016

Trading Metrics calculated at close of trading on 21-Sep-2016

Day Change Summary
	Previous	Current
	20-Sep-2016	21-Sep-2016	Change	Change %	Previous Week
Open	18,058	18,037	-21	-0.1%	17,946
High	18,145	18,225	80	0.4%	18,278
Low	18,031	18,011	-20	-0.1%	17,822
Close	18,047	18,218	171	0.9%	18,053
Range	114	214	100	87.7%	456
ATR	174	177	3	1.6%	0
Volume	111,843	189,572	77,729	69.5%	1,174,857

Daily Pivots for day following 21-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,793	18,720	18,336
R3	18,579	18,506	18,277
R2	18,365	18,365	18,257
R1	18,292	18,292	18,238	18,329
PP	18,151	18,151	18,151	18,170
S1	18,078	18,078	18,199	18,115
S2	17,937	17,937	18,179
S3	17,723	17,864	18,159
S4	17,509	17,650	18,100

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,419	19,192	18,304
R3	18,963	18,736	18,179
R2	18,507	18,507	18,137
R1	18,280	18,280	18,095	18,394
PP	18,051	18,051	18,051	18,108
S1	17,824	17,824	18,011	17,938
S2	17,595	17,595	17,970
S3	17,139	17,368	17,928
S4	16,683	16,912	17,802

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,225	17,882	343	1.9%	182	1.0%	98%	True	False	158,729
10	18,468	17,822	646	3.5%	238	1.3%	61%	False	False	185,597
20	18,468	17,822	646	3.5%	184	1.0%	61%	False	False	93,309
40	18,535	17,822	713	3.9%	146	0.8%	56%	False	False	46,713
60	18,535	16,930	1,605	8.8%	152	0.8%	80%	False	False	31,169
80	18,535	16,876	1,659	9.1%	152	0.8%	81%	False	False	23,387
100	18,535	16,876	1,659	9.1%	133	0.7%	81%	False	False	18,712
120	18,535	16,876	1,659	9.1%	120	0.7%	81%	False	False	15,594

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	43
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	19,135
2.618	18,785
1.618	18,571
1.000	18,439
0.618	18,357
HIGH	18,225
0.618	18,143
0.500	18,118
0.382	18,093
LOW	18,011
0.618	17,879
1.000	17,797
1.618	17,665
2.618	17,451
4.250	17,102

Fisher Pivots for day following 21-Sep-2016
Pivot	1 day	3 day
R1	18,185	18,184
PP	18,151	18,149
S1	18,118	18,115

Download as Excel Spreadsheet

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

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