mini-sized Dow ($5) Future December 2016

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

Day Change Summary
	Previous	Current
	13-Dec-2016	14-Dec-2016	Change	Change %	Previous Week
Open	19,789	19,912	123	0.6%	19,110
High	19,957	19,968	11	0.1%	19,783
Low	19,774	19,749	-25	-0.1%	19,083
Close	19,912	19,824	-88	-0.4%	19,769
Range	183	219	36	19.7%	700
ATR	161	165	4	2.6%	0
Volume	55,556	52,320	-3,236	-5.8%	673,289

Daily Pivots for day following 14-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,504	20,383	19,945
R3	20,285	20,164	19,884
R2	20,066	20,066	19,864
R1	19,945	19,945	19,844	19,896
PP	19,847	19,847	19,847	19,823
S1	19,726	19,726	19,804	19,677
S2	19,628	19,628	19,784
S3	19,409	19,507	19,764
S4	19,190	19,288	19,704

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	19,968	19,494	474	2.4%	174	0.9%	70%	True	False	88,019
10	19,968	19,083	885	4.5%	163	0.8%	84%	True	False	117,248
20	19,968	18,793	1,175	5.9%	127	0.6%	88%	True	False	118,891
40	19,968	17,418	2,550	12.9%	170	0.9%	94%	True	False	161,858
60	19,968	17,418	2,550	12.9%	176	0.9%	94%	True	False	159,003
80	19,968	17,418	2,550	12.9%	177	0.9%	94%	True	False	140,211
100	19,968	17,418	2,550	12.9%	163	0.8%	94%	True	False	112,192
120	19,968	16,876	3,092	15.6%	165	0.8%	95%	True	False	93,508

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	20,899
2.618	20,541
1.618	20,322
1.000	20,187
0.618	20,103
HIGH	19,968
0.618	19,884
0.500	19,859
0.382	19,833
LOW	19,749
0.618	19,614
1.000	19,530
1.618	19,395
2.618	19,176
4.250	18,818

Fisher Pivots for day following 14-Dec-2016
Pivot	1 day	3 day
R1	19,859	19,859
PP	19,847	19,847
S1	19,836	19,836

Download as Excel Spreadsheet

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

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