mini-sized Dow ($5) Future December 2017

Trading Metrics calculated at close of trading on 21-Sep-2017

Day Change Summary
	Previous	Current
	20-Sep-2017	21-Sep-2017	Change	Change %	Previous Week
Open	22,344	22,372	28	0.1%	21,835
High	22,389	22,387	-2	0.0%	22,235
Low	22,274	22,317	43	0.2%	21,817
Close	22,376	22,333	-43	-0.2%	22,219
Range	115	70	-45	-39.1%	418
ATR	122	119	-4	-3.1%	0
Volume	118,814	96,180	-22,634	-19.0%	566,071

Daily Pivots for day following 21-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	22,556	22,514	22,372
R3	22,486	22,444	22,352
R2	22,416	22,416	22,346
R1	22,374	22,374	22,340	22,360
PP	22,346	22,346	22,346	22,339
S1	22,304	22,304	22,327	22,290
S2	22,276	22,276	22,320
S3	22,206	22,234	22,314
S4	22,136	22,164	22,295

Weekly Pivots for week ending 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	23,344	23,200	22,449
R3	22,926	22,782	22,334
R2	22,508	22,508	22,296
R1	22,364	22,364	22,257	22,436
PP	22,090	22,090	22,090	22,127
S1	21,946	21,946	22,181	22,018
S2	21,672	21,672	22,142
S3	21,254	21,528	22,104
S4	20,836	21,110	21,989

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	22,389	22,128	261	1.2%	86	0.4%	79%	False	False	101,622
10	22,389	21,679	710	3.2%	103	0.5%	92%	False	False	110,533
20	22,389	21,555	834	3.7%	120	0.5%	93%	False	False	57,913
40	22,389	21,540	849	3.8%	121	0.5%	93%	False	False	29,068
60	22,389	21,101	1,288	5.8%	124	0.6%	96%	False	False	19,395
80	22,389	20,845	1,544	6.9%	114	0.5%	96%	False	False	14,553

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	22,685
2.618	22,570
1.618	22,500
1.000	22,457
0.618	22,430
HIGH	22,387
0.618	22,360
0.500	22,352
0.382	22,344
LOW	22,317
0.618	22,274
1.000	22,247
1.618	22,204
2.618	22,134
4.250	22,020

Fisher Pivots for day following 21-Sep-2017
Pivot	1 day	3 day
R1	22,352	22,333
PP	22,346	22,332
S1	22,339	22,332

Download as Excel Spreadsheet

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

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