mini-sized Dow ($5) Future September 2015

Trading Metrics calculated at close of trading on 01-Jul-2015

Day Change Summary
	Previous	Current
	30-Jun-2015	01-Jul-2015	Change	Change %	Previous Week
Open	17,544	17,540	-4	0.0%	17,967
High	17,646	17,714	68	0.4%	18,108
Low	17,475	17,532	57	0.3%	17,787
Close	17,523	17,671	148	0.8%	17,873
Range	171	182	11	6.4%	321
ATR	186	186	0	0.2%	0
Volume	238,371	153,556	-84,815	-35.6%	556,553

Daily Pivots for day following 01-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,185	18,110	17,771
R3	18,003	17,928	17,721
R2	17,821	17,821	17,704
R1	17,746	17,746	17,688	17,784
PP	17,639	17,639	17,639	17,658
S1	17,564	17,564	17,654	17,602
S2	17,457	17,457	17,638
S3	17,275	17,382	17,621
S4	17,093	17,200	17,571

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,886	18,700	18,050
R3	18,565	18,379	17,961
R2	18,244	18,244	17,932
R1	18,058	18,058	17,903	17,991
PP	17,923	17,923	17,923	17,889
S1	17,737	17,737	17,844	17,670
S2	17,602	17,602	17,814
S3	17,281	17,416	17,785
S4	16,960	17,095	17,697

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,997	17,475	522	3.0%	191	1.1%	38%	False	False	173,562
10	18,108	17,475	633	3.6%	187	1.1%	31%	False	False	144,039
20	18,108	17,475	633	3.6%	181	1.0%	31%	False	False	100,154
40	18,250	17,475	775	4.4%	164	0.9%	25%	False	False	50,256
60	18,250	17,475	775	4.4%	159	0.9%	25%	False	False	33,511
80	18,250	17,410	840	4.8%	155	0.9%	31%	False	False	25,135
100	18,250	17,410	840	4.8%	131	0.7%	31%	False	False	20,109
120	18,250	16,932	1,318	7.5%	113	0.6%	56%	False	False	16,757

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	40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,488
2.618	18,191
1.618	18,009
1.000	17,896
0.618	17,827
HIGH	17,714
0.618	17,645
0.500	17,623
0.382	17,602
LOW	17,532
0.618	17,420
1.000	17,350
1.618	17,238
2.618	17,056
4.250	16,759

Fisher Pivots for day following 01-Jul-2015
Pivot	1 day	3 day
R1	17,655	17,653
PP	17,639	17,634
S1	17,623	17,616

Download as Excel Spreadsheet

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

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