mini-sized Dow ($5) Future December 2016

Trading Metrics calculated at close of trading on 21-Nov-2016

Day Change Summary
	Previous	Current
	18-Nov-2016	21-Nov-2016	Change	Change %	Previous Week
Open	18,870	18,852	-18	-0.1%	18,806
High	18,889	18,929	40	0.2%	18,918
Low	18,823	18,834	11	0.1%	18,756
Close	18,853	18,910	57	0.3%	18,853
Range	66	95	29	43.9%	162
ATR	203	195	-8	-3.8%	0
Volume	113,076	112,690	-386	-0.3%	721,063

Daily Pivots for day following 21-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,176	19,138	18,962
R3	19,081	19,043	18,936
R2	18,986	18,986	18,928
R1	18,948	18,948	18,919	18,967
PP	18,891	18,891	18,891	18,901
S1	18,853	18,853	18,901	18,872
S2	18,796	18,796	18,893
S3	18,701	18,758	18,884
S4	18,606	18,663	18,858

Weekly Pivots for week ending 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,328	19,253	18,942
R3	19,166	19,091	18,898
R2	19,004	19,004	18,883
R1	18,929	18,929	18,868	18,967
PP	18,842	18,842	18,842	18,861
S1	18,767	18,767	18,838	18,805
S2	18,680	18,680	18,823
S3	18,518	18,605	18,809
S4	18,356	18,443	18,764

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,929	18,756	173	0.9%	95	0.5%	89%	True	False	124,246
10	18,929	17,418	1,511	8.0%	250	1.3%	99%	True	False	219,214
20	18,929	17,418	1,511	8.0%	202	1.1%	99%	True	False	202,502
40	18,929	17,418	1,511	8.0%	191	1.0%	99%	True	False	177,147
60	18,929	17,418	1,511	8.0%	190	1.0%	99%	True	False	155,218
80	18,929	17,418	1,511	8.0%	171	0.9%	99%	True	False	116,450
100	18,929	17,418	1,511	8.0%	164	0.9%	99%	True	False	93,175
120	18,929	16,876	2,053	10.9%	167	0.9%	99%	True	False	77,655

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	66
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	19,333
2.618	19,178
1.618	19,083
1.000	19,024
0.618	18,988
HIGH	18,929
0.618	18,893
0.500	18,882
0.382	18,870
LOW	18,834
0.618	18,775
1.000	18,739
1.618	18,680
2.618	18,585
4.250	18,430

Fisher Pivots for day following 21-Nov-2016
Pivot	1 day	3 day
R1	18,901	18,897
PP	18,891	18,884
S1	18,882	18,871

Download as Excel Spreadsheet

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

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