mini-sized Dow ($5) Future December 2016

Trading Metrics calculated at close of trading on 26-Sep-2016

Day Change Summary
	Previous	Current
	23-Sep-2016	26-Sep-2016	Change	Change %	Previous Week
Open	18,297	18,172	-125	-0.7%	18,058
High	18,309	18,203	-106	-0.6%	18,366
Low	18,165	17,993	-172	-0.9%	18,004
Close	18,190	18,014	-176	-1.0%	18,190
Range	144	210	66	45.8%	362
ATR	175	177	3	1.4%	0
Volume	104,660	128,492	23,832	22.8%	657,699

Daily Pivots for day following 26-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,700	18,567	18,130
R3	18,490	18,357	18,072
R2	18,280	18,280	18,053
R1	18,147	18,147	18,033	18,109
PP	18,070	18,070	18,070	18,051
S1	17,937	17,937	17,995	17,899
S2	17,860	17,860	17,976
S3	17,650	17,727	17,956
S4	17,440	17,517	17,899

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,273	19,093	18,389
R3	18,911	18,731	18,290
R2	18,549	18,549	18,256
R1	18,369	18,369	18,223	18,459
PP	18,187	18,187	18,187	18,232
S1	18,007	18,007	18,157	18,097
S2	17,825	17,825	18,124
S3	17,463	17,645	18,091
S4	17,101	17,283	17,991

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,366	17,993	373	2.1%	171	0.9%	6%	False	True	132,649
10	18,366	17,882	484	2.7%	190	1.1%	27%	False	False	164,806
20	18,468	17,822	646	3.6%	189	1.1%	30%	False	False	111,361
40	18,535	17,822	713	4.0%	151	0.8%	27%	False	False	55,754
60	18,535	17,535	1,000	5.6%	146	0.8%	48%	False	False	37,195
80	18,535	16,876	1,659	9.2%	155	0.9%	69%	False	False	27,910
100	18,535	16,876	1,659	9.2%	137	0.8%	69%	False	False	22,330
120	18,535	16,876	1,659	9.2%	123	0.7%	69%	False	False	18,609

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	31
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	19,096
2.618	18,753
1.618	18,543
1.000	18,413
0.618	18,333
HIGH	18,203
0.618	18,123
0.500	18,098
0.382	18,073
LOW	17,993
0.618	17,863
1.000	17,783
1.618	17,653
2.618	17,443
4.250	17,101

Fisher Pivots for day following 26-Sep-2016
Pivot	1 day	3 day
R1	18,098	18,180
PP	18,070	18,124
S1	18,042	18,069

Download as Excel Spreadsheet

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

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