mini-sized Dow ($5) Future December 2016

Trading Metrics calculated at close of trading on 10-Nov-2016

Day Change Summary
	Previous	Current
	09-Nov-2016	10-Nov-2016	Change	Change %	Previous Week
Open	18,304	18,533	229	1.3%	18,065
High	18,590	18,821	231	1.2%	18,147
Low	17,418	18,492	1,074	6.2%	17,799
Close	18,532	18,786	254	1.4%	17,805
Range	1,172	329	-843	-71.9%	348
ATR	249	255	6	2.3%	0
Volume	651,872	339,145	-312,727	-48.0%	913,743

Daily Pivots for day following 10-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,687	19,565	18,967
R3	19,358	19,236	18,877
R2	19,029	19,029	18,846
R1	18,907	18,907	18,816	18,968
PP	18,700	18,700	18,700	18,730
S1	18,578	18,578	18,756	18,639
S2	18,371	18,371	18,726
S3	18,042	18,249	18,696
S4	17,713	17,920	18,605

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,961	18,731	17,997
R3	18,613	18,383	17,901
R2	18,265	18,265	17,869
R1	18,035	18,035	17,837	17,976
PP	17,917	17,917	17,917	17,888
S1	17,687	17,687	17,773	17,628
S2	17,569	17,569	17,741
S3	17,221	17,339	17,709
S4	16,873	16,991	17,614

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,821	17,418	1,403	7.5%	409	2.2%	98%	True	False	304,275
10	18,821	17,418	1,403	7.5%	284	1.5%	98%	True	False	251,790
20	18,821	17,418	1,403	7.5%	213	1.1%	98%	True	False	198,049
40	18,821	17,418	1,403	7.5%	200	1.1%	98%	True	False	174,576
60	18,821	17,418	1,403	7.5%	191	1.0%	98%	True	False	137,926
80	18,821	17,418	1,403	7.5%	171	0.9%	98%	True	False	103,469
100	18,821	16,876	1,945	10.4%	178	0.9%	98%	True	False	82,794
120	18,821	16,876	1,945	10.4%	165	0.9%	98%	True	False	68,998

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	67
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	20,219
2.618	19,682
1.618	19,353
1.000	19,150
0.618	19,024
HIGH	18,821
0.618	18,695
0.500	18,657
0.382	18,618
LOW	18,492
0.618	18,289
1.000	18,163
1.618	17,960
2.618	17,631
4.250	17,094

Fisher Pivots for day following 10-Nov-2016
Pivot	1 day	3 day
R1	18,743	18,564
PP	18,700	18,342
S1	18,657	18,120

Download as Excel Spreadsheet

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

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