mini-sized Dow ($5) Future December 2014

Trading Metrics calculated at close of trading on 21-Aug-2014

Day Change Summary
	Previous	Current
	20-Aug-2014	21-Aug-2014	Change	Change %	Previous Week
Open	16,793	16,865	72	0.4%	16,444
High	16,885	16,966	81	0.5%	16,652
Low	16,770	16,850	80	0.5%	16,390
Close	16,867	16,932	65	0.4%	16,549
Range	115	116	1	0.9%	262
ATR	128	127	-1	-0.7%	0
Volume	677	879	202	29.8%	689

Daily Pivots for day following 21-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,264	17,214	16,996
R3	17,148	17,098	16,964
R2	17,032	17,032	16,953
R1	16,982	16,982	16,943	17,007
PP	16,916	16,916	16,916	16,929
S1	16,866	16,866	16,921	16,891
S2	16,800	16,800	16,911
S3	16,684	16,750	16,900
S4	16,568	16,634	16,868

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	16,966	16,460	506	3.0%	129	0.8%	93%	True	False	426
10	16,966	16,143	823	4.9%	121	0.7%	96%	True	False	269
20	16,966	16,143	823	4.9%	134	0.8%	96%	True	False	155
40	16,987	16,143	844	5.0%	110	0.6%	93%	False	False	86
60	16,987	16,143	844	5.0%	88	0.5%	93%	False	False	60
80	16,987	16,143	844	5.0%	75	0.4%	93%	False	False	46
100	16,987	15,825	1,162	6.9%	68	0.4%	95%	False	False	37
120	16,987	15,784	1,203	7.1%	60	0.4%	95%	False	False	31

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 3 trading days

Fibonacci Retracements and Extensions
4.250	17,459
2.618	17,270
1.618	17,154
1.000	17,082
0.618	17,038
HIGH	16,966
0.618	16,922
0.500	16,908
0.382	16,894
LOW	16,850
0.618	16,778
1.000	16,734
1.618	16,662
2.618	16,546
4.250	16,357

Fisher Pivots for day following 21-Aug-2014
Pivot	1 day	3 day
R1	16,924	16,902
PP	16,916	16,871
S1	16,908	16,841

Download as Excel Spreadsheet

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

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