mini-sized Dow ($5) Future December 2014

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

Day Change Summary
	Previous	Current
	20-Oct-2014	21-Oct-2014	Change	Change %	Previous Week
Open	16,334	16,359	25	0.2%	16,420
High	16,419	16,560	141	0.9%	16,526
Low	16,163	16,209	46	0.3%	15,769
Close	16,331	16,547	216	1.3%	16,309
Range	256	351	95	37.1%	757
ATR	252	259	7	2.8%	0
Volume	180,953	181,758	805	0.4%	1,844,559

Daily Pivots for day following 21-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,492	17,370	16,740
R3	17,141	17,019	16,644
R2	16,790	16,790	16,611
R1	16,668	16,668	16,579	16,729
PP	16,439	16,439	16,439	16,469
S1	16,317	16,317	16,515	16,378
S2	16,088	16,088	16,483
S3	15,737	15,966	16,451
S4	15,386	15,615	16,354

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	18,472	18,148	16,725
R3	17,715	17,391	16,517
R2	16,958	16,958	16,448
R1	16,634	16,634	16,379	16,418
PP	16,201	16,201	16,201	16,093
S1	15,877	15,877	16,240	15,661
S2	15,444	15,444	16,170
S3	14,687	15,120	16,101
S4	13,930	14,363	15,893

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,560	15,769	791	4.8%	369	2.2%	98%	True	False	319,192
10	16,949	15,769	1,180	7.1%	336	2.0%	66%	False	False	310,884
20	17,149	15,769	1,380	8.3%	278	1.7%	56%	False	False	246,269
40	17,279	15,769	1,510	9.1%	198	1.2%	52%	False	False	155,179
60	17,279	15,769	1,510	9.1%	176	1.1%	52%	False	False	103,515
80	17,279	15,769	1,510	9.1%	155	0.9%	52%	False	False	77,640
100	17,279	15,769	1,510	9.1%	134	0.8%	52%	False	False	62,114
120	17,279	15,769	1,510	9.1%	118	0.7%	52%	False	False	51,762

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	76
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	18,052
2.618	17,479
1.618	17,128
1.000	16,911
0.618	16,777
HIGH	16,560
0.618	16,426
0.500	16,385
0.382	16,343
LOW	16,209
0.618	15,992
1.000	15,858
1.618	15,641
2.618	15,290
4.250	14,717

Fisher Pivots for day following 21-Oct-2014
Pivot	1 day	3 day
R1	16,493	16,461
PP	16,439	16,376
S1	16,385	16,290

Download as Excel Spreadsheet

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

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