mini-sized Dow ($5) Future September 2015

Trading Metrics calculated at close of trading on 16-Jul-2015

Day Change Summary
	Previous	Current
	15-Jul-2015	16-Jul-2015	Change	Change %	Previous Week
Open	17,961	17,989	28	0.2%	17,412
High	18,007	18,075	68	0.4%	17,726
Low	17,923	17,978	55	0.3%	17,354
Close	17,992	18,020	28	0.2%	17,669
Range	84	97	13	15.5%	372
ATR	209	201	-8	-3.8%	0
Volume	96,843	93,486	-3,357	-3.5%	1,052,734

Daily Pivots for day following 16-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,315	18,265	18,073
R3	18,218	18,168	18,047
R2	18,121	18,121	18,038
R1	18,071	18,071	18,029	18,096
PP	18,024	18,024	18,024	18,037
S1	17,974	17,974	18,011	17,999
S2	17,927	17,927	18,002
S3	17,830	17,877	17,993
S4	17,733	17,780	17,967

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,699	18,556	17,874
R3	18,327	18,184	17,771
R2	17,955	17,955	17,737
R1	17,812	17,812	17,703	17,884
PP	17,583	17,583	17,583	17,619
S1	17,440	17,440	17,635	17,512
S2	17,211	17,211	17,601
S3	16,839	17,068	17,567
S4	16,467	16,696	17,465

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,075	17,479	596	3.3%	181	1.0%	91%	True	False	116,696
10	18,075	17,354	721	4.0%	225	1.2%	92%	True	False	158,365
20	18,108	17,354	754	4.2%	206	1.1%	88%	False	False	151,202
40	18,234	17,354	880	4.9%	181	1.0%	76%	False	False	89,819
60	18,250	17,354	896	5.0%	172	1.0%	74%	False	False	59,902
80	18,250	17,354	896	5.0%	167	0.9%	74%	False	False	44,931
100	18,250	17,354	896	5.0%	150	0.8%	74%	False	False	35,945
120	18,250	16,932	1,318	7.3%	129	0.7%	83%	False	False	29,954

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	31
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,487
2.618	18,329
1.618	18,232
1.000	18,172
0.618	18,135
HIGH	18,075
0.618	18,038
0.500	18,027
0.382	18,015
LOW	17,978
0.618	17,918
1.000	17,881
1.618	17,821
2.618	17,724
4.250	17,566

Fisher Pivots for day following 16-Jul-2015
Pivot	1 day	3 day
R1	18,027	18,003
PP	18,024	17,987
S1	18,022	17,970

Download as Excel Spreadsheet

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

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