mini-sized Dow ($5) Future September 2014

Trading Metrics calculated at close of trading on 25-Jun-2014

Day Change Summary
	Previous	Current
	24-Jun-2014	25-Jun-2014	Change	Change %	Previous Week
Open	16,829	16,743	-86	-0.5%	16,699
High	16,885	16,803	-82	-0.5%	16,895
Low	16,717	16,699	-18	-0.1%	16,624
Close	16,752	16,771	19	0.1%	16,858
Range	168	104	-64	-38.1%	271
ATR	107	107	0	-0.2%	0
Volume	142,745	129,816	-12,929	-9.1%	616,577

Daily Pivots for day following 25-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,070	17,024	16,828
R3	16,966	16,920	16,800
R2	16,862	16,862	16,790
R1	16,816	16,816	16,781	16,839
PP	16,758	16,758	16,758	16,769
S1	16,712	16,712	16,762	16,735
S2	16,654	16,654	16,752
S3	16,550	16,608	16,743
S4	16,446	16,504	16,714

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	16,699	212	1.3%	105	0.6%	34%	False	True	114,164
10	16,911	16,624	287	1.7%	118	0.7%	51%	False	False	111,707
20	16,911	16,550	361	2.2%	99	0.6%	61%	False	False	56,981
40	16,911	16,252	659	3.9%	104	0.6%	79%	False	False	28,514
60	16,911	15,888	1,023	6.1%	106	0.6%	86%	False	False	19,013
80	16,911	15,888	1,023	6.1%	102	0.6%	86%	False	False	14,262
100	16,911	15,154	1,757	10.5%	91	0.5%	92%	False	False	11,411
120	16,911	15,154	1,757	10.5%	82	0.5%	92%	False	False	9,509

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	42
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,245
2.618	17,075
1.618	16,971
1.000	16,907
0.618	16,867
HIGH	16,803
0.618	16,763
0.500	16,751
0.382	16,739
LOW	16,699
0.618	16,635
1.000	16,595
1.618	16,531
2.618	16,427
4.250	16,257

Fisher Pivots for day following 25-Jun-2014
Pivot	1 day	3 day
R1	16,764	16,805
PP	16,758	16,794
S1	16,751	16,782

Download as Excel Spreadsheet

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

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