mini-sized Dow ($5) Future March 2017

Trading Metrics calculated at close of trading on 05-Jan-2017

Day Change Summary
	Previous	Current
	04-Jan-2017	05-Jan-2017	Change	Change %	Previous Week
Open	19,798	19,865	67	0.3%	19,863
High	19,881	19,872	-9	0.0%	19,922
Low	19,787	19,733	-54	-0.3%	19,661
Close	19,856	19,821	-35	-0.2%	19,720
Range	94	139	45	47.9%	261
ATR	127	128	1	0.7%	0
Volume	104,361	108,860	4,499	4.3%	330,234

Daily Pivots for day following 05-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	20,226	20,162	19,898
R3	20,087	20,023	19,859
R2	19,948	19,948	19,847
R1	19,884	19,884	19,834	19,847
PP	19,809	19,809	19,809	19,790
S1	19,745	19,745	19,808	19,708
S2	19,670	19,670	19,796
S3	19,531	19,606	19,783
S4	19,392	19,467	19,745

Weekly Pivots for week ending 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,551	20,396	19,864
R3	20,290	20,135	19,792
R2	20,029	20,029	19,768
R1	19,874	19,874	19,744	19,821
PP	19,768	19,768	19,768	19,741
S1	19,613	19,613	19,696	19,560
S2	19,507	19,507	19,672
S3	19,246	19,352	19,648
S4	18,985	19,091	19,577

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	19,881	19,661	220	1.1%	131	0.7%	73%	False	False	112,186
10	19,930	19,661	269	1.4%	104	0.5%	59%	False	False	87,355
20	19,933	19,158	775	3.9%	133	0.7%	86%	False	False	103,397
40	19,933	17,360	2,573	13.0%	152	0.8%	96%	False	False	52,117
60	19,933	17,360	2,573	13.0%	150	0.8%	96%	False	False	34,796
80	19,933	17,360	2,573	13.0%	155	0.8%	96%	False	False	26,117

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	26
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	20,463
2.618	20,236
1.618	20,097
1.000	20,011
0.618	19,958
HIGH	19,872
0.618	19,819
0.500	19,803
0.382	19,786
LOW	19,733
0.618	19,647
1.000	19,594
1.618	19,508
2.618	19,369
4.250	19,142

Fisher Pivots for day following 05-Jan-2017
Pivot	1 day	3 day
R1	19,815	19,811
PP	19,809	19,802
S1	19,803	19,792

Download as Excel Spreadsheet

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

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