mini-sized Dow ($5) Future September 2014

Trading Metrics calculated at close of trading on 23-Jun-2014

Day Change Summary
	Previous	Current
	20-Jun-2014	23-Jun-2014	Change	Change %	Previous Week
Open	16,826	16,855	29	0.2%	16,699
High	16,895	16,911	16	0.1%	16,895
Low	16,815	16,808	-7	0.0%	16,624
Close	16,858	16,840	-18	-0.1%	16,858
Range	80	103	23	28.8%	271
ATR	103	103	0	0.0%	0
Volume	88,929	95,627	6,698	7.5%	616,577

Daily Pivots for day following 23-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,162	17,104	16,897
R3	17,059	17,001	16,868
R2	16,956	16,956	16,859
R1	16,898	16,898	16,850	16,876
PP	16,853	16,853	16,853	16,842
S1	16,795	16,795	16,831	16,773
S2	16,750	16,750	16,821
S3	16,647	16,692	16,812
S4	16,544	16,589	16,783

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	16,911	16,650	261	1.5%	108	0.6%	73%	True	False	117,975
10	16,911	16,624	287	1.7%	110	0.7%	75%	True	False	85,701
20	16,911	16,520	391	2.3%	93	0.6%	82%	True	False	43,362
40	16,911	16,242	669	4.0%	102	0.6%	89%	True	False	21,701
60	16,911	15,888	1,023	6.1%	103	0.6%	93%	True	False	14,471
80	16,911	15,888	1,023	6.1%	100	0.6%	93%	True	False	10,855
100	16,911	15,154	1,757	10.4%	88	0.5%	96%	True	False	8,685
120	16,911	15,154	1,757	10.4%	80	0.5%	96%	True	False	7,238

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	34
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	17,349
2.618	17,181
1.618	17,078
1.000	17,014
0.618	16,975
HIGH	16,911
0.618	16,872
0.500	16,860
0.382	16,847
LOW	16,808
0.618	16,744
1.000	16,705
1.618	16,641
2.618	16,538
4.250	16,370

Fisher Pivots for day following 23-Jun-2014
Pivot	1 day	3 day
R1	16,860	16,845
PP	16,853	16,843
S1	16,847	16,842

Download as Excel Spreadsheet

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

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