mini-sized Dow ($5) Future September 2017

Trading Metrics calculated at close of trading on 31-Jul-2017

Day Change Summary
	Previous	Current
	28-Jul-2017	31-Jul-2017	Change	Change %	Previous Week
Open	21,740	21,775	35	0.2%	21,515
High	21,784	21,876	92	0.4%	21,784
Low	21,684	21,749	65	0.3%	21,444
Close	21,775	21,842	67	0.3%	21,775
Range	100	127	27	27.0%	340
ATR	128	127	0	0.0%	0
Volume	106,336	94,740	-11,596	-10.9%	548,276

Daily Pivots for day following 31-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	22,203	22,150	21,912
R3	22,076	22,023	21,877
R2	21,949	21,949	21,865
R1	21,896	21,896	21,854	21,923
PP	21,822	21,822	21,822	21,836
S1	21,769	21,769	21,830	21,796
S2	21,695	21,695	21,819
S3	21,568	21,642	21,807
S4	21,441	21,515	21,772

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	22,688	22,571	21,962
R3	22,348	22,231	21,869
R2	22,008	22,008	21,837
R1	21,891	21,891	21,806	21,950
PP	21,668	21,668	21,668	21,697
S1	21,551	21,551	21,744	21,610
S2	21,328	21,328	21,713
S3	20,988	21,211	21,682
S4	20,648	20,871	21,588

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	21,876	21,482	394	1.8%	129	0.6%	91%	True	False	113,134
10	21,876	21,416	460	2.1%	126	0.6%	93%	True	False	103,247
20	21,876	21,226	650	3.0%	129	0.6%	95%	True	False	106,562
40	21,876	21,064	812	3.7%	126	0.6%	96%	True	False	114,677
60	21,876	20,433	1,443	6.6%	127	0.6%	98%	True	False	76,526
80	21,876	20,267	1,609	7.4%	130	0.6%	98%	True	False	57,411
100	21,876	20,267	1,609	7.4%	131	0.6%	98%	True	False	45,941

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	21
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	22,416
2.618	22,209
1.618	22,082
1.000	22,003
0.618	21,955
HIGH	21,876
0.618	21,828
0.500	21,813
0.382	21,798
LOW	21,749
0.618	21,671
1.000	21,622
1.618	21,544
2.618	21,417
4.250	21,209

Fisher Pivots for day following 31-Jul-2017
Pivot	1 day	3 day
R1	21,832	21,813
PP	21,822	21,783
S1	21,813	21,754

Download as Excel Spreadsheet

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

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