mini-sized Dow ($5) Future December 2014

Trading Metrics calculated at close of trading on 12-Nov-2014

Day Change Summary
	Previous	Current
	11-Nov-2014	12-Nov-2014	Change	Change %	Previous Week
Open	17,546	17,560	14	0.1%	17,312
High	17,604	17,584	-20	-0.1%	17,548
Low	17,531	17,483	-48	-0.3%	17,208
Close	17,568	17,577	9	0.1%	17,501
Range	73	101	28	38.4%	340
ATR	190	183	-6	-3.3%	0
Volume	70,593	103,752	33,159	47.0%	640,605

Daily Pivots for day following 12-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,851	17,815	17,633
R3	17,750	17,714	17,605
R2	17,649	17,649	17,596
R1	17,613	17,613	17,586	17,631
PP	17,548	17,548	17,548	17,557
S1	17,512	17,512	17,568	17,530
S2	17,447	17,447	17,559
S3	17,346	17,411	17,549
S4	17,245	17,310	17,522

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	18,439	18,310	17,688
R3	18,099	17,970	17,595
R2	17,759	17,759	17,563
R1	17,630	17,630	17,532	17,695
PP	17,419	17,419	17,419	17,451
S1	17,290	17,290	17,470	17,355
S2	17,079	17,079	17,439
S3	16,739	16,950	17,408
S4	16,399	16,610	17,314

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,604	17,367	237	1.3%	106	0.6%	89%	False	False	101,130
10	17,604	16,831	773	4.4%	143	0.8%	97%	False	False	126,550
20	17,604	15,785	1,819	10.3%	198	1.1%	99%	False	False	165,929
40	17,604	15,769	1,835	10.4%	220	1.3%	99%	False	False	193,574
60	17,604	15,769	1,835	10.4%	183	1.0%	99%	False	False	141,137
80	17,604	15,769	1,835	10.4%	170	1.0%	99%	False	False	105,873
100	17,604	15,769	1,835	10.4%	154	0.9%	99%	False	False	84,701
120	17,604	15,769	1,835	10.4%	134	0.8%	99%	False	False	70,586

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	35
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	18,013
2.618	17,849
1.618	17,748
1.000	17,685
0.618	17,647
HIGH	17,584
0.618	17,546
0.500	17,534
0.382	17,522
LOW	17,483
0.618	17,421
1.000	17,382
1.618	17,320
2.618	17,219
4.250	17,054

Fisher Pivots for day following 12-Nov-2014
Pivot	1 day	3 day
R1	17,563	17,564
PP	17,548	17,551
S1	17,534	17,538

Download as Excel Spreadsheet

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

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