mini-sized Dow ($5) Future December 2016

Trading Metrics calculated at close of trading on 25-Nov-2016

Day Change Summary
	Previous	Current
	23-Nov-2016	25-Nov-2016	Change	Change %	Previous Week
Open	19,000	19,065	65	0.3%	18,852
High	19,060	19,148	88	0.5%	19,148
Low	18,975	19,032	57	0.3%	18,834
Close	19,054	19,144	90	0.5%	19,144
Range	85	116	31	36.5%	314
ATR	181	177	-5	-2.6%	0
Volume	120,477	84,532	-35,945	-29.8%	433,266

Daily Pivots for day following 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,456	19,416	19,208
R3	19,340	19,300	19,176
R2	19,224	19,224	19,165
R1	19,184	19,184	19,155	19,204
PP	19,108	19,108	19,108	19,118
S1	19,068	19,068	19,133	19,088
S2	18,992	18,992	19,123
S3	18,876	18,952	19,112
S4	18,760	18,836	19,080

Weekly Pivots for week ending 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,984	19,878	19,317
R3	19,670	19,564	19,230
R2	19,356	19,356	19,202
R1	19,250	19,250	19,173	19,303
PP	19,042	19,042	19,042	19,069
S1	18,936	18,936	19,115	18,989
S2	18,728	18,728	19,087
S3	18,414	18,622	19,058
S4	18,100	18,308	18,971

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	19,148	18,823	325	1.7%	93	0.5%	99%	True	False	109,268
10	19,148	18,682	466	2.4%	108	0.6%	99%	True	False	135,949
20	19,148	17,418	1,730	9.0%	196	1.0%	100%	True	False	193,869
40	19,148	17,418	1,730	9.0%	182	1.0%	100%	True	False	172,571
60	19,148	17,418	1,730	9.0%	189	1.0%	100%	True	False	160,549
80	19,148	17,418	1,730	9.0%	169	0.9%	100%	True	False	120,455
100	19,148	17,418	1,730	9.0%	161	0.8%	100%	True	False	96,379
120	19,148	16,876	2,272	11.9%	168	0.9%	100%	True	False	80,326

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	34
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	19,641
2.618	19,452
1.618	19,336
1.000	19,264
0.618	19,220
HIGH	19,148
0.618	19,104
0.500	19,090
0.382	19,076
LOW	19,032
0.618	18,960
1.000	18,916
1.618	18,844
2.618	18,728
4.250	18,539

Fisher Pivots for day following 25-Nov-2016
Pivot	1 day	3 day
R1	19,126	19,106
PP	19,108	19,068
S1	19,090	19,030

Download as Excel Spreadsheet

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

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