mini-sized Dow ($5) Future March 2014

Trading Metrics calculated at close of trading on 11-Mar-2014

Day Change Summary
	Previous	Current
	10-Mar-2014	11-Mar-2014	Change	Change %	Previous Week
Open	16,437	16,408	-29	-0.2%	16,225
High	16,459	16,458	-1	0.0%	16,508
Low	16,326	16,320	-6	0.0%	16,058
Close	16,413	16,336	-77	-0.5%	16,448
Range	133	138	5	3.8%	450
ATR	166	164	-2	-1.2%	0
Volume	123,912	149,372	25,460	20.5%	862,236

Daily Pivots for day following 11-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	16,785	16,699	16,412
R3	16,647	16,561	16,374
R2	16,509	16,509	16,361
R1	16,423	16,423	16,349	16,397
PP	16,371	16,371	16,371	16,359
S1	16,285	16,285	16,323	16,259
S2	16,233	16,233	16,311
S3	16,095	16,147	16,298
S4	15,957	16,009	16,260

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,688	17,518	16,696
R3	17,238	17,068	16,572
R2	16,788	16,788	16,531
R1	16,618	16,618	16,489	16,703
PP	16,338	16,338	16,338	16,381
S1	16,168	16,168	16,407	16,253
S2	15,888	15,888	16,366
S3	15,438	15,718	16,324
S4	14,988	15,268	16,201

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,508	16,320	188	1.2%	112	0.7%	9%	False	True	139,613
10	16,508	16,058	450	2.8%	146	0.9%	62%	False	False	163,924
20	16,508	15,736	772	4.7%	159	1.0%	78%	False	False	153,659
40	16,508	15,276	1,232	7.5%	181	1.1%	86%	False	False	165,500
60	16,540	15,276	1,264	7.7%	165	1.0%	84%	False	False	141,084
80	16,540	15,276	1,264	7.7%	153	0.9%	84%	False	False	106,169
100	16,540	15,072	1,468	9.0%	142	0.9%	86%	False	False	84,941
120	16,540	14,588	1,952	11.9%	130	0.8%	90%	False	False	70,791

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	36
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	17,045
2.618	16,819
1.618	16,681
1.000	16,596
0.618	16,543
HIGH	16,458
0.618	16,405
0.500	16,389
0.382	16,373
LOW	16,320
0.618	16,235
1.000	16,182
1.618	16,097
2.618	15,959
4.250	15,734

Fisher Pivots for day following 11-Mar-2014
Pivot	1 day	3 day
R1	16,389	16,414
PP	16,371	16,388
S1	16,354	16,362

Download as Excel Spreadsheet

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

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