mini-sized Dow ($5) Future September 2017

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

Day Change Summary
	Previous	Current
	31-Aug-2017	01-Sep-2017	Change	Change %	Previous Week
Open	21,886	21,976	90	0.4%	21,802
High	21,985	22,037	52	0.2%	22,037
Low	21,874	21,966	92	0.4%	21,644
Close	21,950	21,980	30	0.1%	21,980
Range	111	71	-40	-36.0%	393
ATR	139	136	-4	-2.7%	0
Volume	114,407	87,130	-27,277	-23.8%	567,158

Daily Pivots for day following 01-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	22,207	22,165	22,019
R3	22,136	22,094	22,000
R2	22,065	22,065	21,993
R1	22,023	22,023	21,987	22,044
PP	21,994	21,994	21,994	22,005
S1	21,952	21,952	21,974	21,973
S2	21,923	21,923	21,967
S3	21,852	21,881	21,961
S4	21,781	21,810	21,941

Weekly Pivots for week ending 01-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	23,066	22,916	22,196
R3	22,673	22,523	22,088
R2	22,280	22,280	22,052
R1	22,130	22,130	22,016	22,205
PP	21,887	21,887	21,887	21,925
S1	21,737	21,737	21,944	21,812
S2	21,494	21,494	21,908
S3	21,101	21,344	21,872
S4	20,708	20,951	21,764

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	22,037	21,644	393	1.8%	131	0.6%	85%	True	False	113,431
10	22,037	21,579	458	2.1%	137	0.6%	88%	True	False	119,479
20	22,132	21,579	553	2.5%	138	0.6%	73%	False	False	127,506
40	22,132	21,226	906	4.1%	128	0.6%	83%	False	False	114,153
60	22,132	21,081	1,051	4.8%	130	0.6%	86%	False	False	124,453
80	22,132	20,433	1,699	7.7%	130	0.6%	91%	False	False	94,122
100	22,132	20,267	1,865	8.5%	129	0.6%	92%	False	False	75,311
120	22,132	20,267	1,865	8.5%	133	0.6%	92%	False	False	62,770

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	36
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	22,339
2.618	22,223
1.618	22,152
1.000	22,108
0.618	22,081
HIGH	22,037
0.618	22,010
0.500	22,002
0.382	21,993
LOW	21,966
0.618	21,922
1.000	21,895
1.618	21,851
2.618	21,780
4.250	21,664

Fisher Pivots for day following 01-Sep-2017
Pivot	1 day	3 day
R1	22,002	21,965
PP	21,994	21,950
S1	21,987	21,935

Download as Excel Spreadsheet

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

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