mini-sized Dow ($5) Future December 2014

Trading Metrics calculated at close of trading on 20-Aug-2014

Day Change Summary
	Previous	Current
	19-Aug-2014	20-Aug-2014	Change	Change %	Previous Week
Open	16,716	16,793	77	0.5%	16,444
High	16,809	16,885	76	0.5%	16,652
Low	16,716	16,770	54	0.3%	16,390
Close	16,798	16,867	69	0.4%	16,549
Range	93	115	22	23.7%	262
ATR	129	128	-1	-0.8%	0
Volume	240	677	437	182.1%	689

Daily Pivots for day following 20-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,186	17,141	16,930
R3	17,071	17,026	16,899
R2	16,956	16,956	16,888
R1	16,911	16,911	16,878	16,934
PP	16,841	16,841	16,841	16,852
S1	16,796	16,796	16,857	16,819
S2	16,726	16,726	16,846
S3	16,611	16,681	16,836
S4	16,496	16,566	16,804

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,316	17,195	16,693
R3	17,054	16,933	16,621
R2	16,792	16,792	16,597
R1	16,671	16,671	16,573	16,732
PP	16,530	16,530	16,530	16,561
S1	16,409	16,409	16,525	16,470
S2	16,268	16,268	16,501
S3	16,006	16,147	16,477
S4	15,744	15,885	16,405

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,885	16,460	425	2.5%	122	0.7%	96%	True	False	276
10	16,885	16,143	742	4.4%	123	0.7%	98%	True	False	198
20	16,963	16,143	820	4.9%	131	0.8%	88%	False	False	113
40	16,987	16,143	844	5.0%	109	0.6%	86%	False	False	64
60	16,987	16,143	844	5.0%	86	0.5%	86%	False	False	45
80	16,987	16,143	844	5.0%	75	0.4%	86%	False	False	35
100	16,987	15,825	1,162	6.9%	67	0.4%	90%	False	False	28
120	16,987	15,784	1,203	7.1%	59	0.3%	90%	False	False	24

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	17
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,374
2.618	17,186
1.618	17,071
1.000	17,000
0.618	16,956
HIGH	16,885
0.618	16,841
0.500	16,828
0.382	16,814
LOW	16,770
0.618	16,699
1.000	16,655
1.618	16,584
2.618	16,469
4.250	16,281

Fisher Pivots for day following 20-Aug-2014
Pivot	1 day	3 day
R1	16,854	16,824
PP	16,841	16,781
S1	16,828	16,739

Download as Excel Spreadsheet

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

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