mini-sized Dow ($5) Future December 2014

Trading Metrics calculated at close of trading on 09-Dec-2014

Day Change Summary
	Previous	Current
	08-Dec-2014	09-Dec-2014	Change	Change %	Previous Week
Open	17,953	17,854	-99	-0.6%	17,784
High	17,963	17,873	-90	-0.5%	17,980
Low	17,793	17,623	-170	-1.0%	17,701
Close	17,851	17,780	-71	-0.4%	17,953
Range	170	250	80	47.1%	279
ATR	133	141	8	6.3%	0
Volume	134,648	186,001	51,353	38.1%	571,269

Daily Pivots for day following 09-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	18,509	18,394	17,918
R3	18,259	18,144	17,849
R2	18,009	18,009	17,826
R1	17,894	17,894	17,803	17,827
PP	17,759	17,759	17,759	17,725
S1	17,644	17,644	17,757	17,577
S2	17,509	17,509	17,734
S3	17,259	17,394	17,711
S4	17,009	17,144	17,643

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	18,715	18,613	18,107
R3	18,436	18,334	18,030
R2	18,157	18,157	18,004
R1	18,055	18,055	17,979	18,106
PP	17,878	17,878	17,878	17,904
S1	17,776	17,776	17,928	17,827
S2	17,599	17,599	17,902
S3	17,320	17,497	17,876
S4	17,041	17,218	17,800

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,980	17,623	357	2.0%	145	0.8%	44%	False	True	128,030
10	17,980	17,623	357	2.0%	123	0.7%	44%	False	True	111,614
20	17,980	17,483	497	2.8%	115	0.6%	60%	False	False	106,145
40	17,980	15,769	2,211	12.4%	171	1.0%	91%	False	False	152,697
60	17,980	15,769	2,211	12.4%	188	1.1%	91%	False	False	167,622
80	17,980	15,769	2,211	12.4%	167	0.9%	91%	False	False	130,215
100	17,980	15,769	2,211	12.4%	159	0.9%	91%	False	False	104,184
120	17,980	15,769	2,211	12.4%	147	0.8%	91%	False	False	86,823

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	18,936
2.618	18,528
1.618	18,278
1.000	18,123
0.618	18,028
HIGH	17,873
0.618	17,778
0.500	17,748
0.382	17,719
LOW	17,623
0.618	17,469
1.000	17,373
1.618	17,219
2.618	16,969
4.250	16,561

Fisher Pivots for day following 09-Dec-2014
Pivot	1 day	3 day
R1	17,769	17,802
PP	17,759	17,794
S1	17,748	17,787

Download as Excel Spreadsheet

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

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