mini-sized Dow ($5) Future September 2014

Trading Metrics calculated at close of trading on 01-Jul-2014

Day Change Summary
	Previous	Current
	30-Jun-2014	01-Jul-2014	Change	Change %	Previous Week
Open	16,753	16,757	4	0.0%	16,855
High	16,787	16,919	132	0.8%	16,911
Low	16,717	16,749	32	0.2%	16,659
Close	16,740	16,876	136	0.8%	16,757
Range	70	170	100	142.9%	252
ATR	106	111	5	4.9%	0
Volume	101,190	127,883	26,693	26.4%	628,745

Daily Pivots for day following 01-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,358	17,287	16,970
R3	17,188	17,117	16,923
R2	17,018	17,018	16,907
R1	16,947	16,947	16,892	16,983
PP	16,848	16,848	16,848	16,866
S1	16,777	16,777	16,861	16,813
S2	16,678	16,678	16,845
S3	16,508	16,607	16,829
S4	16,338	16,437	16,783

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,532	17,396	16,896
R3	17,280	17,144	16,826
R2	17,028	17,028	16,803
R1	16,892	16,892	16,780	16,834
PP	16,776	16,776	16,776	16,747
S1	16,640	16,640	16,734	16,582
S2	16,524	16,524	16,711
S3	16,272	16,388	16,688
S4	16,020	16,136	16,619

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,919	16,659	260	1.5%	116	0.7%	83%	True	False	123,889
10	16,919	16,650	269	1.6%	118	0.7%	84%	True	False	120,770
20	16,919	16,590	329	1.9%	111	0.7%	87%	True	False	81,346
40	16,919	16,255	664	3.9%	108	0.6%	94%	True	False	40,754
60	16,919	15,888	1,031	6.1%	106	0.6%	96%	True	False	27,173
80	16,919	15,888	1,031	6.1%	105	0.6%	96%	True	False	20,382
100	16,919	15,450	1,469	8.7%	94	0.6%	97%	True	False	16,307
120	16,919	15,154	1,765	10.5%	86	0.5%	98%	True	False	13,589

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	36
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	17,642
2.618	17,364
1.618	17,194
1.000	17,089
0.618	17,024
HIGH	16,919
0.618	16,854
0.500	16,834
0.382	16,814
LOW	16,749
0.618	16,644
1.000	16,579
1.618	16,474
2.618	16,304
4.250	16,027

Fisher Pivots for day following 01-Jul-2014
Pivot	1 day	3 day
R1	16,862	16,852
PP	16,848	16,827
S1	16,834	16,803

Download as Excel Spreadsheet

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

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