mini-sized Dow ($5) Future September 2014

Trading Metrics calculated at close of trading on 20-Jun-2014

Day Change Summary
	Previous	Current
	19-Jun-2014	20-Jun-2014	Change	Change %	Previous Week
Open	16,814	16,826	12	0.1%	16,699
High	16,845	16,895	50	0.3%	16,895
Low	16,778	16,815	37	0.2%	16,624
Close	16,833	16,858	25	0.1%	16,858
Range	67	80	13	19.4%	271
ATR	104	103	-2	-1.7%	0
Volume	113,707	88,929	-24,778	-21.8%	616,577

Daily Pivots for day following 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,096	17,057	16,902
R3	17,016	16,977	16,880
R2	16,936	16,936	16,873
R1	16,897	16,897	16,865	16,917
PP	16,856	16,856	16,856	16,866
S1	16,817	16,817	16,851	16,837
S2	16,776	16,776	16,843
S3	16,696	16,737	16,836
S4	16,616	16,657	16,814

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,605	17,503	17,007
R3	17,334	17,232	16,933
R2	17,063	17,063	16,908
R1	16,961	16,961	16,883	17,012
PP	16,792	16,792	16,792	16,818
S1	16,690	16,690	16,833	16,741
S2	16,521	16,521	16,808
S3	16,250	16,419	16,784
S4	15,979	16,148	16,709

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,895	16,624	271	1.6%	109	0.6%	86%	True	False	123,315
10	16,895	16,624	271	1.6%	105	0.6%	86%	True	False	76,321
20	16,895	16,455	440	2.6%	91	0.5%	92%	True	False	38,585
40	16,895	16,209	686	4.1%	102	0.6%	95%	True	False	19,310
60	16,895	15,888	1,007	6.0%	103	0.6%	96%	True	False	12,877
80	16,895	15,888	1,007	6.0%	99	0.6%	96%	True	False	9,660
100	16,895	15,154	1,741	10.3%	89	0.5%	98%	True	False	7,729
120	16,895	15,154	1,741	10.3%	79	0.5%	98%	True	False	6,441

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	32
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,235
2.618	17,105
1.618	17,025
1.000	16,975
0.618	16,945
HIGH	16,895
0.618	16,865
0.500	16,855
0.382	16,846
LOW	16,815
0.618	16,766
1.000	16,735
1.618	16,686
2.618	16,606
4.250	16,475

Fisher Pivots for day following 20-Jun-2014
Pivot	1 day	3 day
R1	16,857	16,830
PP	16,856	16,801
S1	16,855	16,773

Download as Excel Spreadsheet

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

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