mini-sized Dow ($5) Future September 2017

Trading Metrics calculated at close of trading on 05-Sep-2017

Day Change Summary
	Previous	Current
	01-Sep-2017	05-Sep-2017	Change	Change %	Previous Week
Open	21,976	21,885	-91	-0.4%	21,802
High	22,037	21,948	-89	-0.4%	22,037
Low	21,966	21,703	-263	-1.2%	21,644
Close	21,980	21,764	-216	-1.0%	21,980
Range	71	245	174	245.1%	393
ATR	136	146	10	7.5%	0
Volume	87,130	211,617	124,487	142.9%	567,158

Daily Pivots for day following 05-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	22,540	22,397	21,899
R3	22,295	22,152	21,832
R2	22,050	22,050	21,809
R1	21,907	21,907	21,787	21,856
PP	21,805	21,805	21,805	21,780
S1	21,662	21,662	21,742	21,611
S2	21,560	21,560	21,719
S3	21,315	21,417	21,697
S4	21,070	21,172	21,629

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%	158	0.7%	31%	False	False	137,764
10	22,037	21,644	393	1.8%	148	0.7%	31%	False	False	127,767
20	22,132	21,579	553	2.5%	147	0.7%	33%	False	False	135,162
40	22,132	21,226	906	4.2%	132	0.6%	59%	False	False	117,234
60	22,132	21,138	994	4.6%	132	0.6%	63%	False	False	124,685
80	22,132	20,433	1,699	7.8%	131	0.6%	78%	False	False	96,767
100	22,132	20,267	1,865	8.6%	130	0.6%	80%	False	False	77,427
120	22,132	20,267	1,865	8.6%	134	0.6%	80%	False	False	64,533

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	39
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	22,989
2.618	22,590
1.618	22,345
1.000	22,193
0.618	22,100
HIGH	21,948
0.618	21,855
0.500	21,826
0.382	21,797
LOW	21,703
0.618	21,552
1.000	21,458
1.618	21,307
2.618	21,062
4.250	20,662

Fisher Pivots for day following 05-Sep-2017
Pivot	1 day	3 day
R1	21,826	21,870
PP	21,805	21,835
S1	21,785	21,799

Download as Excel Spreadsheet

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

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