mini-sized Dow ($5) Future December 2014

Trading Metrics calculated at close of trading on 29-Sep-2014

Day Change Summary
	Previous	Current
	26-Sep-2014	29-Sep-2014	Change	Change %	Previous Week
Open	16,902	17,039	137	0.8%	17,200
High	17,069	17,039	-30	-0.2%	17,210
Low	16,880	16,848	-32	-0.2%	16,863
Close	17,030	16,980	-50	-0.3%	17,030
Range	189	191	2	1.1%	347
ATR	147	150	3	2.2%	0
Volume	151,568	178,934	27,366	18.1%	803,901

Daily Pivots for day following 29-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,529	17,445	17,085
R3	17,338	17,254	17,033
R2	17,147	17,147	17,015
R1	17,063	17,063	16,998	17,010
PP	16,956	16,956	16,956	16,929
S1	16,872	16,872	16,963	16,819
S2	16,765	16,765	16,945
S3	16,574	16,681	16,928
S4	16,383	16,490	16,875

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	18,075	17,900	17,221
R3	17,728	17,553	17,126
R2	17,381	17,381	17,094
R1	17,206	17,206	17,062	17,120
PP	17,034	17,034	17,034	16,992
S1	16,859	16,859	16,998	16,773
S2	16,687	16,687	16,967
S3	16,340	16,512	16,935
S4	15,993	16,165	16,839

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,149	16,848	301	1.8%	213	1.3%	44%	False	True	167,000
10	17,279	16,848	431	2.5%	177	1.0%	31%	False	True	160,922
20	17,279	16,839	440	2.6%	146	0.9%	32%	False	False	98,213
40	17,279	16,143	1,136	6.7%	129	0.8%	74%	False	False	49,252
60	17,279	16,143	1,136	6.7%	123	0.7%	74%	False	False	32,841
80	17,279	16,143	1,136	6.7%	107	0.6%	74%	False	False	24,634
100	17,279	16,143	1,136	6.7%	92	0.5%	74%	False	False	19,707
120	17,279	15,825	1,454	8.6%	83	0.5%	79%	False	False	16,423

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	25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,851
2.618	17,539
1.618	17,348
1.000	17,230
0.618	17,157
HIGH	17,039
0.618	16,966
0.500	16,944
0.382	16,921
LOW	16,848
0.618	16,730
1.000	16,657
1.618	16,539
2.618	16,348
4.250	16,036

Fisher Pivots for day following 29-Sep-2014
Pivot	1 day	3 day
R1	16,968	16,999
PP	16,956	16,992
S1	16,944	16,986

Download as Excel Spreadsheet

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

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