mini-sized Dow ($5) Future September 2017

Trading Metrics calculated at close of trading on 01-Aug-2017

Day Change Summary
	Previous	Current
	31-Jul-2017	01-Aug-2017	Change	Change %	Previous Week
Open	21,775	21,857	82	0.4%	21,515
High	21,876	21,961	85	0.4%	21,784
Low	21,749	21,850	101	0.5%	21,444
Close	21,842	21,904	62	0.3%	21,775
Range	127	111	-16	-12.6%	340
ATR	127	127	-1	-0.5%	0
Volume	94,740	104,872	10,132	10.7%	548,276

Daily Pivots for day following 01-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	22,238	22,182	21,965
R3	22,127	22,071	21,935
R2	22,016	22,016	21,924
R1	21,960	21,960	21,914	21,988
PP	21,905	21,905	21,905	21,919
S1	21,849	21,849	21,894	21,877
S2	21,794	21,794	21,884
S3	21,683	21,738	21,874
S4	21,572	21,627	21,843

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	21,961	21,547	414	1.9%	119	0.5%	86%	True	False	111,025
10	21,961	21,444	517	2.4%	118	0.5%	89%	True	False	102,173
20	21,961	21,226	735	3.4%	125	0.6%	92%	True	False	107,132
40	21,961	21,064	897	4.1%	126	0.6%	94%	True	False	117,283
60	21,961	20,433	1,528	7.0%	126	0.6%	96%	True	False	78,273
80	21,961	20,267	1,694	7.7%	129	0.6%	97%	True	False	58,721
100	21,961	20,267	1,694	7.7%	131	0.6%	97%	True	False	46,989

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	19
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	22,433
2.618	22,252
1.618	22,141
1.000	22,072
0.618	22,030
HIGH	21,961
0.618	21,919
0.500	21,906
0.382	21,893
LOW	21,850
0.618	21,782
1.000	21,739
1.618	21,671
2.618	21,560
4.250	21,378

Fisher Pivots for day following 01-Aug-2017
Pivot	1 day	3 day
R1	21,906	21,877
PP	21,905	21,850
S1	21,905	21,823

Download as Excel Spreadsheet

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

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