mini-sized Dow ($5) Future December 2014

Trading Metrics calculated at close of trading on 14-Jul-2014

Day Change Summary
	Previous	Current
	11-Jul-2014	14-Jul-2014	Change	Change %	Previous Week
Open	16,779	16,820	41	0.2%	16,865
High	16,800	16,905	105	0.6%	16,866
Low	16,691	16,820	129	0.8%	16,658
Close	16,800	16,897	97	0.6%	16,800
Range	109	85	-24	-22.0%	208
ATR	87	89	1	1.5%	0
Volume	13	18	5	38.5%	41

Daily Pivots for day following 14-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,129	17,098	16,944
R3	17,044	17,013	16,921
R2	16,959	16,959	16,913
R1	16,928	16,928	16,905	16,944
PP	16,874	16,874	16,874	16,882
S1	16,843	16,843	16,889	16,859
S2	16,789	16,789	16,882
S3	16,704	16,758	16,874
S4	16,619	16,673	16,850

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,399	17,307	16,915
R3	17,191	17,099	16,857
R2	16,983	16,983	16,838
R1	16,891	16,891	16,819	16,833
PP	16,775	16,775	16,775	16,746
S1	16,683	16,683	16,781	16,625
S2	16,567	16,567	16,762
S3	16,359	16,475	16,743
S4	16,151	16,267	16,686

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,905	16,658	247	1.5%	93	0.5%	97%	True	False	10
10	16,905	16,651	254	1.5%	83	0.5%	97%	True	False	11
20	16,905	16,612	293	1.7%	72	0.4%	97%	True	False	14
40	16,905	16,181	724	4.3%	54	0.3%	99%	True	False	8
60	16,905	16,150	755	4.5%	48	0.3%	99%	True	False	6
80	16,905	15,825	1,080	6.4%	43	0.3%	99%	True	False	5
100	16,905	15,784	1,121	6.6%	37	0.2%	99%	True	False	4

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	11
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	17,266
2.618	17,128
1.618	17,043
1.000	16,990
0.618	16,958
HIGH	16,905
0.618	16,873
0.500	16,863
0.382	16,853
LOW	16,820
0.618	16,768
1.000	16,735
1.618	16,683
2.618	16,598
4.250	16,459

Fisher Pivots for day following 14-Jul-2014
Pivot	1 day	3 day
R1	16,886	16,859
PP	16,874	16,820
S1	16,863	16,782

Download as Excel Spreadsheet

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

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