mini-sized Dow ($5) Future December 2014

Trading Metrics calculated at close of trading on 28-Oct-2014

Day Change Summary
	Previous	Current
	27-Oct-2014	28-Oct-2014	Change	Change %	Previous Week
Open	16,746	16,766	20	0.1%	16,334
High	16,797	16,940	143	0.9%	16,747
Low	16,652	16,754	102	0.6%	16,163
Close	16,756	16,936	180	1.1%	16,736
Range	145	186	41	28.3%	584
ATR	249	244	-4	-1.8%	0
Volume	132,768	131,306	-1,462	-1.1%	916,563

Daily Pivots for day following 28-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,435	17,371	17,038
R3	17,249	17,185	16,987
R2	17,063	17,063	16,970
R1	16,999	16,999	16,953	17,031
PP	16,877	16,877	16,877	16,893
S1	16,813	16,813	16,919	16,845
S2	16,691	16,691	16,902
S3	16,505	16,627	16,885
S4	16,319	16,441	16,834

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	16,940	16,383	557	3.3%	214	1.3%	99%	True	False	163,585
10	16,940	15,769	1,171	6.9%	292	1.7%	100%	True	False	241,388
20	17,020	15,769	1,251	7.4%	281	1.7%	93%	False	False	244,837
40	17,279	15,769	1,510	8.9%	213	1.3%	77%	False	False	175,528
60	17,279	15,769	1,510	8.9%	180	1.1%	77%	False	False	117,144
80	17,279	15,769	1,510	8.9%	163	1.0%	77%	False	False	87,864
100	17,279	15,769	1,510	8.9%	143	0.8%	77%	False	False	70,293
120	17,279	15,769	1,510	8.9%	124	0.7%	77%	False	False	58,578

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	66
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,731
2.618	17,427
1.618	17,241
1.000	17,126
0.618	17,055
HIGH	16,940
0.618	16,869
0.500	16,847
0.382	16,825
LOW	16,754
0.618	16,639
1.000	16,568
1.618	16,453
2.618	16,267
4.250	15,964

Fisher Pivots for day following 28-Oct-2014
Pivot	1 day	3 day
R1	16,906	16,866
PP	16,877	16,797
S1	16,847	16,727

Download as Excel Spreadsheet

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

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