mini-sized Dow ($5) Future December 2016

Trading Metrics calculated at close of trading on 04-Oct-2016

Day Change Summary
	Previous	Current
	03-Oct-2016	04-Oct-2016	Change	Change %	Previous Week
Open	18,203	18,164	-39	-0.2%	18,172
High	18,253	18,229	-24	-0.1%	18,283
Low	18,108	18,022	-86	-0.5%	17,959
Close	18,156	18,092	-64	-0.4%	18,219
Range	145	207	62	42.8%	324
ATR	189	191	1	0.7%	0
Volume	121,065	207,369	86,304	71.3%	798,405

Daily Pivots for day following 04-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,735	18,621	18,206
R3	18,528	18,414	18,149
R2	18,321	18,321	18,130
R1	18,207	18,207	18,111	18,161
PP	18,114	18,114	18,114	18,091
S1	18,000	18,000	18,073	17,954
S2	17,907	17,907	18,054
S3	17,700	17,793	18,035
S4	17,493	17,586	17,978

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,126	18,996	18,397
R3	18,802	18,672	18,308
R2	18,478	18,478	18,279
R1	18,348	18,348	18,249	18,413
PP	18,154	18,154	18,154	18,186
S1	18,024	18,024	18,189	18,089
S2	17,830	17,830	18,160
S3	17,506	17,700	18,130
S4	17,182	17,376	18,041

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,283	17,989	294	1.6%	219	1.2%	35%	False	False	168,943
10	18,366	17,959	407	2.2%	203	1.1%	33%	False	False	154,975
20	18,468	17,822	646	3.6%	213	1.2%	42%	False	False	161,095
40	18,535	17,822	713	3.9%	164	0.9%	38%	False	False	80,699
60	18,535	17,822	713	3.9%	148	0.8%	38%	False	False	53,826
80	18,535	16,876	1,659	9.2%	165	0.9%	73%	False	False	40,388
100	18,535	16,876	1,659	9.2%	145	0.8%	73%	False	False	32,313
120	18,535	16,876	1,659	9.2%	129	0.7%	73%	False	False	26,928

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	43
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	19,109
2.618	18,771
1.618	18,564
1.000	18,436
0.618	18,357
HIGH	18,229
0.618	18,150
0.500	18,126
0.382	18,101
LOW	18,022
0.618	17,894
1.000	17,815
1.618	17,687
2.618	17,480
4.250	17,142

Fisher Pivots for day following 04-Oct-2016
Pivot	1 day	3 day
R1	18,126	18,136
PP	18,114	18,121
S1	18,103	18,107

Download as Excel Spreadsheet

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

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