mini-sized Dow ($5) Future September 2017

Trading Metrics calculated at close of trading on 27-Jul-2017

Day Change Summary
	Previous	Current
	26-Jul-2017	27-Jul-2017	Change	Change %	Previous Week
Open	21,563	21,636	73	0.3%	21,596
High	21,687	21,750	63	0.3%	21,624
Low	21,547	21,632	85	0.4%	21,416
Close	21,646	21,743	97	0.4%	21,518
Range	140	118	-22	-15.7%	208
ATR	131	130	-1	-0.7%	0
Volume	103,284	145,893	42,609	41.3%	466,499

Daily Pivots for day following 27-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	22,062	22,021	21,808
R3	21,944	21,903	21,776
R2	21,826	21,826	21,765
R1	21,785	21,785	21,754	21,806
PP	21,708	21,708	21,708	21,719
S1	21,667	21,667	21,732	21,688
S2	21,590	21,590	21,721
S3	21,472	21,549	21,711
S4	21,354	21,431	21,678

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	22,143	22,039	21,633
R3	21,935	21,831	21,575
R2	21,727	21,727	21,556
R1	21,623	21,623	21,537	21,571
PP	21,519	21,519	21,519	21,494
S1	21,415	21,415	21,499	21,363
S2	21,311	21,311	21,480
S3	21,103	21,207	21,461
S4	20,895	20,999	21,404

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	21,750	21,444	306	1.4%	128	0.6%	98%	True	False	108,162
10	21,750	21,416	334	1.5%	125	0.6%	98%	True	False	100,963
20	21,750	21,138	612	2.8%	140	0.6%	99%	True	False	115,875
40	21,750	20,937	813	3.7%	127	0.6%	99%	True	False	109,699
60	21,750	20,433	1,317	6.1%	128	0.6%	99%	True	False	73,176
80	21,750	20,267	1,483	6.8%	132	0.6%	100%	True	False	54,899
100	21,750	20,267	1,483	6.8%	130	0.6%	100%	True	False	43,930

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	21
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	22,252
2.618	22,059
1.618	21,941
1.000	21,868
0.618	21,823
HIGH	21,750
0.618	21,705
0.500	21,691
0.382	21,677
LOW	21,632
0.618	21,559
1.000	21,514
1.618	21,441
2.618	21,323
4.250	21,131

Fisher Pivots for day following 27-Jul-2017
Pivot	1 day	3 day
R1	21,726	21,701
PP	21,708	21,658
S1	21,691	21,616

Download as Excel Spreadsheet

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

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