mini-sized Dow ($5) Future December 2016

Trading Metrics calculated at close of trading on 13-Dec-2016

Day Change Summary
	Previous	Current
	12-Dec-2016	13-Dec-2016	Change	Change %	Previous Week
Open	19,773	19,789	16	0.1%	19,110
High	19,876	19,957	81	0.4%	19,783
Low	19,751	19,774	23	0.1%	19,083
Close	19,781	19,912	131	0.7%	19,769
Range	125	183	58	46.4%	700
ATR	159	161	2	1.1%	0
Volume	68,749	55,556	-13,193	-19.2%	673,289

Daily Pivots for day following 13-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,430	20,354	20,013
R3	20,247	20,171	19,962
R2	20,064	20,064	19,946
R1	19,988	19,988	19,929	20,026
PP	19,881	19,881	19,881	19,900
S1	19,805	19,805	19,895	19,843
S2	19,698	19,698	19,879
S3	19,515	19,622	19,862
S4	19,332	19,439	19,811

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	21,645	21,407	20,154
R3	20,945	20,707	19,962
R2	20,245	20,245	19,897
R1	20,007	20,007	19,833	20,126
PP	19,545	19,545	19,545	19,605
S1	19,307	19,307	19,705	19,426
S2	18,845	18,845	19,641
S3	18,145	18,607	19,577
S4	17,445	17,907	19,384

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	19,957	19,218	739	3.7%	198	1.0%	94%	True	False	110,411
10	19,957	19,083	874	4.4%	152	0.8%	95%	True	False	128,243
20	19,957	18,756	1,201	6.0%	123	0.6%	96%	True	False	123,591
40	19,957	17,418	2,539	12.8%	168	0.8%	98%	True	False	163,555
60	19,957	17,418	2,539	12.8%	174	0.9%	98%	True	False	159,995
80	19,957	17,418	2,539	12.8%	175	0.9%	98%	True	False	139,558
100	19,957	17,418	2,539	12.8%	162	0.8%	98%	True	False	111,669
120	19,957	16,876	3,081	15.5%	170	0.9%	99%	True	False	93,073

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	20
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	20,735
2.618	20,436
1.618	20,253
1.000	20,140
0.618	20,070
HIGH	19,957
0.618	19,887
0.500	19,866
0.382	19,844
LOW	19,774
0.618	19,661
1.000	19,591
1.618	19,478
2.618	19,295
4.250	18,996

Fisher Pivots for day following 13-Dec-2016
Pivot	1 day	3 day
R1	19,897	19,869
PP	19,881	19,827
S1	19,866	19,784

Download as Excel Spreadsheet

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

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