mini-sized Dow ($5) Future June 2014

Trading Metrics calculated at close of trading on 12-Jun-2014

Day Change Summary
	Previous	Current
	11-Jun-2014	12-Jun-2014	Change	Change %	Previous Week
Open	16,944	16,853	-91	-0.5%	16,704
High	16,945	16,882	-63	-0.4%	16,940
Low	16,815	16,704	-111	-0.7%	16,662
Close	16,855	16,750	-105	-0.6%	16,932
Range	130	178	48	36.9%	278
ATR	109	114	5	4.5%	0
Volume	108,354	126,232	17,878	16.5%	519,934

Daily Pivots for day following 12-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,313	17,209	16,848
R3	17,135	17,031	16,799
R2	16,957	16,957	16,783
R1	16,853	16,853	16,766	16,816
PP	16,779	16,779	16,779	16,760
S1	16,675	16,675	16,734	16,638
S2	16,601	16,601	16,717
S3	16,423	16,497	16,701
S4	16,245	16,319	16,652

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,679	17,583	17,085
R3	17,401	17,305	17,009
R2	17,123	17,123	16,983
R1	17,027	17,027	16,958	17,075
PP	16,845	16,845	16,845	16,869
S1	16,749	16,749	16,907	16,797
S2	16,567	16,567	16,881
S3	16,289	16,471	16,856
S4	16,011	16,193	16,779

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,962	16,704	258	1.5%	110	0.7%	18%	False	True	99,754
10	16,962	16,635	327	2.0%	96	0.6%	35%	False	False	100,683
20	16,962	16,310	652	3.9%	111	0.7%	67%	False	False	109,254
40	16,962	16,222	740	4.4%	118	0.7%	71%	False	False	122,001
60	16,962	15,881	1,081	6.5%	139	0.8%	80%	False	False	141,480
80	16,962	15,881	1,081	6.5%	144	0.9%	80%	False	False	113,633
100	16,962	15,216	1,746	10.4%	149	0.9%	88%	False	False	90,914
120	16,962	15,216	1,746	10.4%	138	0.8%	88%	False	False	75,766

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	17,639
2.618	17,348
1.618	17,170
1.000	17,060
0.618	16,992
HIGH	16,882
0.618	16,814
0.500	16,793
0.382	16,772
LOW	16,704
0.618	16,594
1.000	16,526
1.618	16,416
2.618	16,238
4.250	15,948

Fisher Pivots for day following 12-Jun-2014
Pivot	1 day	3 day
R1	16,793	16,829
PP	16,779	16,802
S1	16,764	16,776

Download as Excel Spreadsheet

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

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