mini-sized Dow ($5) Future June 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	19,810	19,810	0	0.0%	19,772
High	19,828	19,857	29	0.1%	19,865
Low	19,790	19,799	9	0.0%	19,765
Close	19,812	19,813	1	0.0%	19,812
Range	38	58	20	52.6%	100
ATR	101	97	-3	-3.0%	0
Volume	63	33	-30	-47.6%	228

Daily Pivots for day following 27-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,997	19,963	19,845
R3	19,939	19,905	19,829
R2	19,881	19,881	19,824
R1	19,847	19,847	19,818	19,864
PP	19,823	19,823	19,823	19,832
S1	19,789	19,789	19,808	19,806
S2	19,765	19,765	19,802
S3	19,707	19,731	19,797
S4	19,649	19,673	19,781

Weekly Pivots for week ending 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,114	20,063	19,867
R3	20,014	19,963	19,840
R2	19,914	19,914	19,830
R1	19,863	19,863	19,821	19,889
PP	19,814	19,814	19,814	19,827
S1	19,763	19,763	19,803	19,789
S2	19,714	19,714	19,794
S3	19,614	19,663	19,785
S4	19,514	19,563	19,757

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	19,865	19,765	100	0.5%	59	0.3%	48%	False	False	52
10	19,865	19,643	222	1.1%	82	0.4%	77%	False	False	36
20	19,865	18,984	881	4.4%	87	0.4%	94%	False	False	24

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	13
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	20,104
2.618	20,009
1.618	19,951
1.000	19,915
0.618	19,893
HIGH	19,857
0.618	19,835
0.500	19,828
0.382	19,821
LOW	19,799
0.618	19,763
1.000	19,741
1.618	19,705
2.618	19,647
4.250	19,553

Fisher Pivots for day following 27-Dec-2016
Pivot	1 day	3 day
R1	19,828	19,812
PP	19,823	19,812
S1	19,818	19,811

Download as Excel Spreadsheet

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

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