mini-sized Dow ($5) Future September 2017

Trading Metrics calculated at close of trading on 11-Sep-2017

Day Change Summary
	Previous	Current
	08-Sep-2017	11-Sep-2017	Change	Change %	Previous Week
Open	21,800	21,848	48	0.2%	21,885
High	21,844	22,077	233	1.1%	21,948
Low	21,713	21,848	135	0.6%	21,703
Close	21,812	22,053	241	1.1%	21,812
Range	131	229	98	74.8%	245
ATR	139	148	9	6.4%	0
Volume	103,108	69,540	-33,568	-32.6%	599,204

Daily Pivots for day following 11-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	22,680	22,595	22,179
R3	22,451	22,366	22,116
R2	22,222	22,222	22,095
R1	22,137	22,137	22,074	22,180
PP	21,993	21,993	21,993	22,014
S1	21,908	21,908	22,032	21,951
S2	21,764	21,764	22,011
S3	21,535	21,679	21,990
S4	21,306	21,450	21,927

Weekly Pivots for week ending 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	22,556	22,429	21,947
R3	22,311	22,184	21,880
R2	22,066	22,066	21,857
R1	21,939	21,939	21,835	21,880
PP	21,821	21,821	21,821	21,792
S1	21,694	21,694	21,790	21,635
S2	21,576	21,576	21,767
S3	21,331	21,449	21,745
S4	21,086	21,204	21,677

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	22,077	21,703	374	1.7%	163	0.7%	94%	True	False	133,748
10	22,077	21,644	433	2.0%	147	0.7%	94%	True	False	123,590
20	22,077	21,579	498	2.3%	150	0.7%	95%	True	False	127,664
40	22,132	21,416	716	3.2%	133	0.6%	89%	False	False	117,917
60	22,132	21,138	994	4.5%	134	0.6%	92%	False	False	120,924
80	22,132	20,433	1,699	7.7%	131	0.6%	95%	False	False	102,477
100	22,132	20,280	1,852	8.4%	129	0.6%	96%	False	False	81,996
120	22,132	20,267	1,865	8.5%	134	0.6%	96%	False	False	68,339

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	42
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	23,050
2.618	22,677
1.618	22,448
1.000	22,306
0.618	22,219
HIGH	22,077
0.618	21,990
0.500	21,963
0.382	21,936
LOW	21,848
0.618	21,707
1.000	21,619
1.618	21,478
2.618	21,249
4.250	20,875

Fisher Pivots for day following 11-Sep-2017
Pivot	1 day	3 day
R1	22,023	22,000
PP	21,993	21,948
S1	21,963	21,895

Download as Excel Spreadsheet

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

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