mini-sized Dow ($5) Future December 2014

Trading Metrics calculated at close of trading on 12-Aug-2014

Day Change Summary
	Previous	Current
	11-Aug-2014	12-Aug-2014	Change	Change %	Previous Week
Open	16,444	16,464	20	0.1%	16,348
High	16,485	16,464	-21	-0.1%	16,405
Low	16,421	16,390	-31	-0.2%	16,143
Close	16,433	16,438	5	0.0%	16,398
Range	64	74	10	15.6%	262
ATR	132	128	-4	-3.1%	0
Volume	291	55	-236	-81.1%	299

Daily Pivots for day following 12-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	16,653	16,619	16,479
R3	16,579	16,545	16,458
R2	16,505	16,505	16,452
R1	16,471	16,471	16,445	16,451
PP	16,431	16,431	16,431	16,421
S1	16,397	16,397	16,431	16,377
S2	16,357	16,357	16,425
S3	16,283	16,323	16,418
S4	16,209	16,249	16,397

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,101	17,012	16,542
R3	16,839	16,750	16,470
R2	16,577	16,577	16,446
R1	16,488	16,488	16,422	16,533
PP	16,315	16,315	16,315	16,338
S1	16,226	16,226	16,374	16,271
S2	16,053	16,053	16,350
S3	15,791	15,964	16,326
S4	15,529	15,702	16,254

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,485	16,143	342	2.1%	131	0.8%	86%	False	False	112
10	16,810	16,143	667	4.1%	148	0.9%	44%	False	False	72
20	16,987	16,143	844	5.1%	125	0.8%	35%	False	False	48
40	16,987	16,143	844	5.1%	102	0.6%	35%	False	False	31
60	16,987	16,143	844	5.1%	79	0.5%	35%	False	False	21
80	16,987	16,143	844	5.1%	69	0.4%	35%	False	False	17
100	16,987	15,825	1,162	7.1%	61	0.4%	53%	False	False	14
120	16,987	15,784	1,203	7.3%	53	0.3%	54%	False	False	12

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	18
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	16,779
2.618	16,658
1.618	16,584
1.000	16,538
0.618	16,510
HIGH	16,464
0.618	16,436
0.500	16,427
0.382	16,418
LOW	16,390
0.618	16,344
1.000	16,316
1.618	16,270
2.618	16,196
4.250	16,076

Fisher Pivots for day following 12-Aug-2014
Pivot	1 day	3 day
R1	16,434	16,397
PP	16,431	16,355
S1	16,427	16,314

Download as Excel Spreadsheet

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

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