mini-sized Dow ($5) Future September 2017

Trading Metrics calculated at close of trading on 15-Aug-2017

Day Change Summary
	Previous	Current
	14-Aug-2017	15-Aug-2017	Change	Change %	Previous Week
Open	21,851	21,957	106	0.5%	22,022
High	21,988	22,034	46	0.2%	22,132
Low	21,851	21,942	91	0.4%	21,790
Close	21,952	21,977	25	0.1%	21,848
Range	137	92	-45	-32.8%	342
ATR	122	120	-2	-1.8%	0
Volume	104,805	100,758	-4,047	-3.9%	665,584

Daily Pivots for day following 15-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	22,260	22,211	22,028
R3	22,168	22,119	22,002
R2	22,076	22,076	21,994
R1	22,027	22,027	21,986	22,052
PP	21,984	21,984	21,984	21,997
S1	21,935	21,935	21,969	21,960
S2	21,892	21,892	21,960
S3	21,800	21,843	21,952
S4	21,708	21,751	21,927

Weekly Pivots for week ending 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	22,949	22,741	22,036
R3	22,607	22,399	21,942
R2	22,265	22,265	21,911
R1	22,057	22,057	21,879	21,990
PP	21,923	21,923	21,923	21,890
S1	21,715	21,715	21,817	21,648
S2	21,581	21,581	21,785
S3	21,239	21,373	21,754
S4	20,897	21,031	21,660

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	22,034	21,790	244	1.1%	126	0.6%	77%	True	False	140,894
10	22,132	21,790	342	1.6%	111	0.5%	55%	False	False	115,458
20	22,132	21,444	688	3.1%	114	0.5%	77%	False	False	108,816
40	22,132	21,138	994	4.5%	126	0.6%	84%	False	False	117,097
60	22,132	20,716	1,416	6.4%	121	0.6%	89%	False	False	97,500
80	22,132	20,433	1,699	7.7%	123	0.6%	91%	False	False	73,146
100	22,132	20,267	1,865	8.5%	130	0.6%	92%	False	False	58,529

Crabel Price Patterns
NR	True
NR4	True
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	18
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	22,425
2.618	22,275
1.618	22,183
1.000	22,126
0.618	22,091
HIGH	22,034
0.618	21,999
0.500	21,988
0.382	21,977
LOW	21,942
0.618	21,885
1.000	21,850
1.618	21,793
2.618	21,701
4.250	21,551

Fisher Pivots for day following 15-Aug-2017
Pivot	1 day	3 day
R1	21,988	21,955
PP	21,984	21,934
S1	21,981	21,912

Download as Excel Spreadsheet

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

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