mini-sized Dow ($5) Future December 2014

Trading Metrics calculated at close of trading on 24-Oct-2014

Day Change Summary
	Previous	Current
	23-Oct-2014	24-Oct-2014	Change	Change %	Previous Week
Open	16,426	16,619	193	1.2%	16,334
High	16,693	16,747	54	0.3%	16,747
Low	16,403	16,514	111	0.7%	16,163
Close	16,613	16,736	123	0.7%	16,736
Range	290	233	-57	-19.7%	584
ATR	259	257	-2	-0.7%	0
Volume	200,392	160,537	-39,855	-19.9%	916,563

Daily Pivots for day following 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,365	17,283	16,864
R3	17,132	17,050	16,800
R2	16,899	16,899	16,779
R1	16,817	16,817	16,757	16,858
PP	16,666	16,666	16,666	16,686
S1	16,584	16,584	16,715	16,625
S2	16,433	16,433	16,693
S3	16,200	16,351	16,672
S4	15,967	16,118	16,608

Weekly Pivots for week ending 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	18,301	18,102	17,057
R3	17,717	17,518	16,897
R2	17,133	17,133	16,843
R1	16,934	16,934	16,790	17,034
PP	16,549	16,549	16,549	16,598
S1	16,350	16,350	16,683	16,450
S2	15,965	15,965	16,629
S3	15,381	15,766	16,576
S4	14,797	15,182	16,415

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,747	16,163	584	3.5%	269	1.6%	98%	True	False	183,312
10	16,747	15,769	978	5.8%	308	1.8%	99%	True	False	276,112
20	17,063	15,769	1,294	7.7%	280	1.7%	75%	False	False	248,675
40	17,279	15,769	1,510	9.0%	211	1.3%	64%	False	False	168,977
60	17,279	15,769	1,510	9.0%	179	1.1%	64%	False	False	112,745
80	17,279	15,769	1,510	9.0%	160	1.0%	64%	False	False	84,563
100	17,279	15,769	1,510	9.0%	140	0.8%	64%	False	False	67,653
120	17,279	15,769	1,510	9.0%	123	0.7%	64%	False	False	56,377

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	74
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,737
2.618	17,357
1.618	17,124
1.000	16,980
0.618	16,891
HIGH	16,747
0.618	16,658
0.500	16,631
0.382	16,603
LOW	16,514
0.618	16,370
1.000	16,281
1.618	16,137
2.618	15,904
4.250	15,524

Fisher Pivots for day following 24-Oct-2014
Pivot	1 day	3 day
R1	16,701	16,679
PP	16,666	16,622
S1	16,631	16,565

Download as Excel Spreadsheet

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

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