mini-sized Dow ($5) Future September 2017

Trading Metrics calculated at close of trading on 04-Aug-2017

Day Change Summary
	Previous	Current
	03-Aug-2017	04-Aug-2017	Change	Change %	Previous Week
Open	21,972	21,981	9	0.0%	21,775
High	21,989	22,046	57	0.3%	22,055
Low	21,928	21,956	28	0.1%	21,749
Close	21,974	22,017	43	0.2%	22,017
Range	61	90	29	47.5%	306
ATR	124	121	-2	-1.9%	0
Volume	85,530	99,367	13,837	16.2%	483,051

Daily Pivots for day following 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	22,276	22,237	22,067
R3	22,186	22,147	22,042
R2	22,096	22,096	22,034
R1	22,057	22,057	22,025	22,077
PP	22,006	22,006	22,006	22,016
S1	21,967	21,967	22,009	21,987
S2	21,916	21,916	22,001
S3	21,826	21,877	21,992
S4	21,736	21,787	21,968

Weekly Pivots for week ending 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	22,858	22,744	22,185
R3	22,552	22,438	22,101
R2	22,246	22,246	22,073
R1	22,132	22,132	22,045	22,189
PP	21,940	21,940	21,940	21,969
S1	21,826	21,826	21,989	21,883
S2	21,634	21,634	21,961
S3	21,328	21,520	21,933
S4	21,022	21,214	21,849

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	22,055	21,749	306	1.4%	107	0.5%	88%	False	False	96,610
10	22,055	21,444	611	2.8%	113	0.5%	94%	False	False	103,132
20	22,055	21,226	829	3.8%	118	0.5%	95%	False	False	100,800
40	22,055	21,081	974	4.4%	127	0.6%	96%	False	False	122,927
60	22,055	20,433	1,622	7.4%	127	0.6%	98%	False	False	82,995
80	22,055	20,267	1,788	8.1%	127	0.6%	98%	False	False	62,262
100	22,055	20,267	1,788	8.1%	132	0.6%	98%	False	False	49,823

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	22,429
2.618	22,282
1.618	22,192
1.000	22,136
0.618	22,102
HIGH	22,046
0.618	22,012
0.500	22,001
0.382	21,991
LOW	21,956
0.618	21,901
1.000	21,866
1.618	21,811
2.618	21,721
4.250	21,574

Fisher Pivots for day following 04-Aug-2017
Pivot	1 day	3 day
R1	22,012	22,006
PP	22,006	21,995
S1	22,001	21,984

Download as Excel Spreadsheet

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

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