mini-sized Dow ($5) Future September 2014

Trading Metrics calculated at close of trading on 26-Jun-2014

Day Change Summary
	Previous	Current
	25-Jun-2014	26-Jun-2014	Change	Change %	Previous Week
Open	16,743	16,771	28	0.2%	16,699
High	16,803	16,800	-3	0.0%	16,895
Low	16,699	16,659	-40	-0.2%	16,624
Close	16,771	16,762	-9	-0.1%	16,858
Range	104	141	37	35.6%	271
ATR	107	110	2	2.3%	0
Volume	129,816	150,592	20,776	16.0%	616,577

Daily Pivots for day following 26-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,163	17,104	16,840
R3	17,022	16,963	16,801
R2	16,881	16,881	16,788
R1	16,822	16,822	16,775	16,781
PP	16,740	16,740	16,740	16,720
S1	16,681	16,681	16,749	16,640
S2	16,599	16,599	16,736
S3	16,458	16,540	16,723
S4	16,317	16,399	16,685

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	16,659	252	1.5%	119	0.7%	41%	False	True	121,541
10	16,911	16,624	287	1.7%	114	0.7%	48%	False	False	123,611
20	16,911	16,561	350	2.1%	104	0.6%	57%	False	False	64,465
40	16,911	16,252	659	3.9%	106	0.6%	77%	False	False	32,278
60	16,911	15,888	1,023	6.1%	106	0.6%	85%	False	False	21,523
80	16,911	15,888	1,023	6.1%	102	0.6%	85%	False	False	16,145
100	16,911	15,199	1,712	10.2%	90	0.5%	91%	False	False	12,916
120	16,911	15,154	1,757	10.5%	83	0.5%	92%	False	False	10,764

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	41
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,399
2.618	17,169
1.618	17,028
1.000	16,941
0.618	16,887
HIGH	16,800
0.618	16,746
0.500	16,730
0.382	16,713
LOW	16,659
0.618	16,572
1.000	16,518
1.618	16,431
2.618	16,290
4.250	16,060

Fisher Pivots for day following 26-Jun-2014
Pivot	1 day	3 day
R1	16,751	16,772
PP	16,740	16,769
S1	16,730	16,765

Download as Excel Spreadsheet

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

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