mini-sized Dow ($5) Future March 2017

Trading Metrics calculated at close of trading on 27-Dec-2016

Day Change Summary
	Previous	Current
	23-Dec-2016	27-Dec-2016	Change	Change %	Previous Week
Open	19,867	19,863	-4	0.0%	19,800
High	19,890	19,922	32	0.2%	19,933
Low	19,845	19,860	15	0.1%	19,792
Close	19,874	19,876	2	0.0%	19,874
Range	45	62	17	37.8%	141
ATR	129	124	-5	-3.7%	0
Volume	42,113	45,577	3,464	8.2%	347,053

Daily Pivots for day following 27-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,072	20,036	19,910
R3	20,010	19,974	19,893
R2	19,948	19,948	19,887
R1	19,912	19,912	19,882	19,930
PP	19,886	19,886	19,886	19,895
S1	19,850	19,850	19,870	19,868
S2	19,824	19,824	19,865
S3	19,762	19,788	19,859
S4	19,700	19,726	19,842

Weekly Pivots for week ending 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,289	20,223	19,952
R3	20,148	20,082	19,913
R2	20,007	20,007	19,900
R1	19,941	19,941	19,887	19,974
PP	19,866	19,866	19,866	19,883
S1	19,800	19,800	19,861	19,833
S2	19,725	19,725	19,848
S3	19,584	19,659	19,835
S4	19,443	19,518	19,797

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	19,933	19,830	103	0.5%	67	0.3%	45%	False	False	61,118
10	19,933	19,690	243	1.2%	106	0.5%	77%	False	False	109,897
20	19,933	18,997	936	4.7%	123	0.6%	94%	False	False	71,225
40	19,933	17,360	2,573	12.9%	154	0.8%	98%	False	False	35,902
60	19,933	17,360	2,573	12.9%	152	0.8%	98%	False	False	23,975
80	19,933	17,360	2,573	12.9%	154	0.8%	98%	False	False	17,997

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	True
Bear Hook	False
Bull Hook	False
Stretch	22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	20,186
2.618	20,084
1.618	20,022
1.000	19,984
0.618	19,960
HIGH	19,922
0.618	19,898
0.500	19,891
0.382	19,884
LOW	19,860
0.618	19,822
1.000	19,798
1.618	19,760
2.618	19,698
4.250	19,597

Fisher Pivots for day following 27-Dec-2016
Pivot	1 day	3 day
R1	19,891	19,876
PP	19,886	19,876
S1	19,881	19,876

Download as Excel Spreadsheet

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

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