mini-sized Dow ($5) Future December 2017

Trading Metrics calculated at close of trading on 27-Jul-2017

Day Change Summary
	Previous	Current
	26-Jul-2017	27-Jul-2017	Change	Change %	Previous Week
Open	21,515	21,597	82	0.4%	21,550
High	21,638	21,704	66	0.3%	21,580
Low	21,507	21,594	87	0.4%	21,377
Close	21,604	21,699	95	0.4%	21,474
Range	131	110	-21	-16.0%	203
ATR	117	116	0	-0.4%	0
Volume	96	72	-24	-25.0%	236

Daily Pivots for day following 27-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	21,996	21,957	21,760
R3	21,886	21,847	21,729
R2	21,776	21,776	21,719
R1	21,737	21,737	21,709	21,757
PP	21,666	21,666	21,666	21,675
S1	21,627	21,627	21,689	21,647
S2	21,556	21,556	21,679
S3	21,446	21,517	21,669
S4	21,336	21,407	21,639

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	22,086	21,983	21,586
R3	21,883	21,780	21,530
R2	21,680	21,680	21,511
R1	21,577	21,577	21,493	21,527
PP	21,477	21,477	21,477	21,452
S1	21,374	21,374	21,456	21,324
S2	21,274	21,274	21,437
S3	21,071	21,171	21,418
S4	20,868	20,968	21,362

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	21,704	21,406	298	1.4%	118	0.5%	98%	True	False	62
10	21,704	21,377	327	1.5%	117	0.5%	98%	True	False	50
20	21,704	21,101	603	2.8%	129	0.6%	99%	True	False	52
40	21,704	20,906	798	3.7%	109	0.5%	99%	True	False	40

Crabel Price Patterns
NR	True
NR4	False
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	21
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	22,172
2.618	21,992
1.618	21,882
1.000	21,814
0.618	21,772
HIGH	21,704
0.618	21,662
0.500	21,649
0.382	21,636
LOW	21,594
0.618	21,526
1.000	21,484
1.618	21,416
2.618	21,306
4.250	21,127

Fisher Pivots for day following 27-Jul-2017
Pivot	1 day	3 day
R1	21,682	21,658
PP	21,666	21,616
S1	21,649	21,575

Download as Excel Spreadsheet

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

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