mini-sized Dow ($5) Future December 2016

Trading Metrics calculated at close of trading on 01-Nov-2016

Day Change Summary
	Previous	Current
	31-Oct-2016	01-Nov-2016	Change	Change %	Previous Week
Open	18,065	18,080	15	0.1%	18,080
High	18,147	18,126	-21	-0.1%	18,197
Low	18,032	17,856	-176	-1.0%	17,975
Close	18,062	17,939	-123	-0.7%	18,098
Range	115	270	155	134.8%	222
ATR	160	168	8	4.9%	0
Volume	133,450	228,082	94,632	70.9%	884,039

Daily Pivots for day following 01-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,784	18,631	18,088
R3	18,514	18,361	18,013
R2	18,244	18,244	17,989
R1	18,091	18,091	17,964	18,033
PP	17,974	17,974	17,974	17,944
S1	17,821	17,821	17,914	17,763
S2	17,704	17,704	17,890
S3	17,434	17,551	17,865
S4	17,164	17,281	17,791

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,756	18,649	18,220
R3	18,534	18,427	18,159
R2	18,312	18,312	18,139
R1	18,205	18,205	18,118	18,259
PP	18,090	18,090	18,090	18,117
S1	17,983	17,983	18,078	18,037
S2	17,868	17,868	18,057
S3	17,646	17,761	18,037
S4	17,424	17,539	17,976

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,183	17,856	327	1.8%	170	0.9%	25%	False	True	201,628
10	18,197	17,856	341	1.9%	151	0.8%	24%	False	True	165,503
20	18,320	17,856	464	2.6%	163	0.9%	18%	False	True	158,557
40	18,468	17,822	646	3.6%	188	1.0%	18%	False	False	159,826
60	18,535	17,822	713	4.0%	164	0.9%	16%	False	False	106,652
80	18,535	17,822	713	4.0%	152	0.8%	16%	False	False	80,009
100	18,535	16,876	1,659	9.2%	164	0.9%	64%	False	False	64,022
120	18,535	16,876	1,659	9.2%	148	0.8%	64%	False	False	53,353

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	45
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	19,274
2.618	18,833
1.618	18,563
1.000	18,396
0.618	18,293
HIGH	18,126
0.618	18,023
0.500	17,991
0.382	17,959
LOW	17,856
0.618	17,689
1.000	17,586
1.618	17,419
2.618	17,149
4.250	16,709

Fisher Pivots for day following 01-Nov-2016
Pivot	1 day	3 day
R1	17,991	18,015
PP	17,974	17,989
S1	17,956	17,964

Download as Excel Spreadsheet

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

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