mini-sized Dow ($5) Future December 2016

Trading Metrics calculated at close of trading on 14-Nov-2016

Day Change Summary
	Previous	Current
	11-Nov-2016	14-Nov-2016	Change	Change %	Previous Week
Open	18,765	18,806	41	0.2%	18,000
High	18,833	18,918	85	0.5%	18,833
Low	18,682	18,762	80	0.4%	17,418
Close	18,787	18,822	35	0.2%	18,787
Range	151	156	5	3.3%	1,415
ATR	248	241	-7	-2.6%	0
Volume	205,161	212,519	7,358	3.6%	1,530,423

Daily Pivots for day following 14-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,302	19,218	18,908
R3	19,146	19,062	18,865
R2	18,990	18,990	18,851
R1	18,906	18,906	18,836	18,948
PP	18,834	18,834	18,834	18,855
S1	18,750	18,750	18,808	18,792
S2	18,678	18,678	18,794
S3	18,522	18,594	18,779
S4	18,366	18,438	18,736

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	22,591	22,104	19,565
R3	21,176	20,689	19,176
R2	19,761	19,761	19,047
R1	19,274	19,274	18,917	19,518
PP	18,346	18,346	18,346	18,468
S1	17,859	17,859	18,657	18,103
S2	16,931	16,931	18,528
S3	15,516	16,444	18,398
S4	14,101	15,029	18,009

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,918	17,418	1,500	8.0%	405	2.2%	94%	True	False	314,183
10	18,918	17,418	1,500	8.0%	287	1.5%	94%	True	False	252,323
20	18,918	17,418	1,500	8.0%	214	1.1%	94%	True	False	203,520
40	18,918	17,418	1,500	8.0%	200	1.1%	94%	True	False	178,197
60	18,918	17,418	1,500	8.0%	193	1.0%	94%	True	False	144,881
80	18,918	17,418	1,500	8.0%	172	0.9%	94%	True	False	108,688
100	18,918	16,876	2,042	10.8%	179	1.0%	95%	True	False	86,970
120	18,918	16,876	2,042	10.8%	166	0.9%	95%	True	False	72,479

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	67
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	19,581
2.618	19,327
1.618	19,171
1.000	19,074
0.618	19,015
HIGH	18,918
0.618	18,859
0.500	18,840
0.382	18,822
LOW	18,762
0.618	18,666
1.000	18,606
1.618	18,510
2.618	18,354
4.250	18,099

Fisher Pivots for day following 14-Nov-2016
Pivot	1 day	3 day
R1	18,840	18,783
PP	18,834	18,744
S1	18,828	18,705

Download as Excel Spreadsheet

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

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