mini-sized Dow ($5) Future March 2014

Trading Metrics calculated at close of trading on 21-Mar-2014

Day Change Summary
	Previous	Current
	20-Mar-2014	21-Mar-2014	Change	Change %	Previous Week
Open	16,214	16,325	111	0.7%	16,056
High	16,352	16,499	147	0.9%	16,499
Low	16,153	16,317	164	1.0%	15,979
Close	16,339	16,499	160	1.0%	16,499
Range	199	182	-17	-8.5%	520
ATR	183	183	0	0.0%	0
Volume	22,829	3,160	-19,669	-86.2%	136,042

Daily Pivots for day following 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	16,984	16,924	16,599
R3	16,802	16,742	16,549
R2	16,620	16,620	16,532
R1	16,560	16,560	16,516	16,590
PP	16,438	16,438	16,438	16,454
S1	16,378	16,378	16,482	16,408
S2	16,256	16,256	16,466
S3	16,074	16,196	16,449
S4	15,892	16,014	16,399

Weekly Pivots for week ending 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,886	17,712	16,785
R3	17,366	17,192	16,642
R2	16,846	16,846	16,594
R1	16,672	16,672	16,547	16,759
PP	16,326	16,326	16,326	16,369
S1	16,152	16,152	16,451	16,239
S2	15,806	15,806	16,404
S3	15,286	15,632	16,356
S4	14,766	15,112	16,213

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,499	15,979	520	3.2%	219	1.3%	100%	True	False	27,208
10	16,499	15,979	520	3.2%	193	1.2%	100%	True	False	91,515
20	16,508	15,979	529	3.2%	174	1.1%	98%	False	False	127,971
40	16,508	15,276	1,232	7.5%	189	1.1%	99%	False	False	155,536
60	16,540	15,276	1,264	7.7%	172	1.0%	97%	False	False	137,655
80	16,540	15,276	1,264	7.7%	161	1.0%	97%	False	False	114,187
100	16,540	15,276	1,264	7.7%	151	0.9%	97%	False	False	91,358
120	16,540	14,588	1,952	11.8%	142	0.9%	98%	False	False	76,140

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	44
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	17,273
2.618	16,976
1.618	16,794
1.000	16,681
0.618	16,612
HIGH	16,499
0.618	16,430
0.500	16,408
0.382	16,387
LOW	16,317
0.618	16,205
1.000	16,135
1.618	16,023
2.618	15,841
4.250	15,544

Fisher Pivots for day following 21-Mar-2014
Pivot	1 day	3 day
R1	16,469	16,436
PP	16,438	16,373
S1	16,408	16,310

Download as Excel Spreadsheet

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

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