mini-sized Dow ($5) Future September 2015

Trading Metrics calculated at close of trading on 23-Jul-2015

Day Change Summary
	Previous	Current
	22-Jul-2015	23-Jul-2015	Change	Change %	Previous Week
Open	17,816	17,800	-16	-0.1%	17,565
High	17,837	17,833	-4	0.0%	18,075
Low	17,728	17,627	-101	-0.6%	17,536
Close	17,785	17,676	-109	-0.6%	17,997
Range	109	206	97	89.0%	539
ATR	184	186	2	0.9%	0
Volume	103,142	127,882	24,740	24.0%	497,928

Daily Pivots for day following 23-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,330	18,209	17,789
R3	18,124	18,003	17,733
R2	17,918	17,918	17,714
R1	17,797	17,797	17,695	17,755
PP	17,712	17,712	17,712	17,691
S1	17,591	17,591	17,657	17,549
S2	17,506	17,506	17,638
S3	17,300	17,385	17,619
S4	17,094	17,179	17,563

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	19,486	19,281	18,294
R3	18,947	18,742	18,145
R2	18,408	18,408	18,096
R1	18,203	18,203	18,047	18,306
PP	17,869	17,869	17,869	17,921
S1	17,664	17,664	17,948	17,767
S2	17,330	17,330	17,898
S3	16,791	17,125	17,849
S4	16,252	16,586	17,701

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,058	17,627	431	2.4%	140	0.8%	11%	False	True	101,717
10	18,075	17,479	596	3.4%	160	0.9%	33%	False	False	109,206
20	18,075	17,354	721	4.1%	195	1.1%	45%	False	False	148,002
40	18,108	17,354	754	4.3%	182	1.0%	43%	False	False	102,521
60	18,250	17,354	896	5.1%	172	1.0%	36%	False	False	68,377
80	18,250	17,354	896	5.1%	166	0.9%	36%	False	False	51,287
100	18,250	17,354	896	5.1%	155	0.9%	36%	False	False	41,031
120	18,250	17,354	896	5.1%	134	0.8%	36%	False	False	34,193

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	23
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,709
2.618	18,372
1.618	18,166
1.000	18,039
0.618	17,960
HIGH	17,833
0.618	17,754
0.500	17,730
0.382	17,706
LOW	17,627
0.618	17,500
1.000	17,421
1.618	17,294
2.618	17,088
4.250	16,752

Fisher Pivots for day following 23-Jul-2015
Pivot	1 day	3 day
R1	17,730	17,824
PP	17,712	17,774
S1	17,694	17,725

Download as Excel Spreadsheet

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

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