mini-sized Dow ($5) Future June 2014

Trading Metrics calculated at close of trading on 04-Jun-2014

Day Change Summary
	Previous	Current
	03-Jun-2014	04-Jun-2014	Change	Change %	Previous Week
Open	16,722	16,715	-7	0.0%	16,593
High	16,727	16,733	6	0.0%	16,708
Low	16,678	16,662	-16	-0.1%	16,589
Close	16,713	16,718	5	0.0%	16,704
Range	49	71	22	44.9%	119
ATR	115	112	-3	-2.7%	0
Volume	82,001	83,973	1,972	2.4%	359,236

Daily Pivots for day following 04-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	16,917	16,889	16,757
R3	16,846	16,818	16,738
R2	16,775	16,775	16,731
R1	16,747	16,747	16,725	16,761
PP	16,704	16,704	16,704	16,712
S1	16,676	16,676	16,712	16,690
S2	16,633	16,633	16,705
S3	16,562	16,605	16,699
S4	16,491	16,534	16,679

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,024	16,983	16,770
R3	16,905	16,864	16,737
R2	16,786	16,786	16,726
R1	16,745	16,745	16,715	16,766
PP	16,667	16,667	16,667	16,677
S1	16,626	16,626	16,693	16,647
S2	16,548	16,548	16,682
S3	16,429	16,507	16,671
S4	16,310	16,388	16,639

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,744	16,608	136	0.8%	70	0.4%	81%	False	False	85,782
10	16,744	16,326	418	2.5%	87	0.5%	94%	False	False	93,355
20	16,744	16,305	439	2.6%	112	0.7%	94%	False	False	119,645
40	16,744	15,881	863	5.2%	134	0.8%	97%	False	False	136,400
60	16,744	15,881	863	5.2%	147	0.9%	97%	False	False	140,360
80	16,744	15,635	1,109	6.6%	146	0.9%	98%	False	False	105,428
100	16,744	15,216	1,528	9.1%	150	0.9%	98%	False	False	84,350
120	16,744	15,216	1,528	9.1%	137	0.8%	98%	False	False	70,295

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	19
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,035
2.618	16,919
1.618	16,848
1.000	16,804
0.618	16,777
HIGH	16,733
0.618	16,706
0.500	16,698
0.382	16,689
LOW	16,662
0.618	16,618
1.000	16,591
1.618	16,547
2.618	16,476
4.250	16,360

Fisher Pivots for day following 04-Jun-2014
Pivot	1 day	3 day
R1	16,711	16,713
PP	16,704	16,708
S1	16,698	16,703

Download as Excel Spreadsheet

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

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