mini-sized Dow ($5) Future September 2015

Trading Metrics calculated at close of trading on 26-Aug-2015

Day Change Summary
	Previous	Current
	25-Aug-2015	26-Aug-2015	Change	Change %	Previous Week
Open	15,732	15,771	39	0.2%	17,439
High	16,341	16,297	-44	-0.3%	17,535
Low	15,613	15,541	-72	-0.5%	16,429
Close	15,719	16,249	530	3.4%	16,467
Range	728	756	28	3.8%	1,106
ATR	331	361	30	9.2%	0
Volume	425,744	432,478	6,734	1.6%	1,083,027

Daily Pivots for day following 26-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,297	18,029	16,665
R3	17,541	17,273	16,457
R2	16,785	16,785	16,388
R1	16,517	16,517	16,318	16,651
PP	16,029	16,029	16,029	16,096
S1	15,761	15,761	16,180	15,895
S2	15,273	15,273	16,111
S3	14,517	15,005	16,041
S4	13,761	14,249	15,833

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	20,128	19,404	17,075
R3	19,022	18,298	16,771
R2	17,916	17,916	16,670
R1	17,192	17,192	16,569	17,001
PP	16,810	16,810	16,810	16,715
S1	16,086	16,086	16,366	15,895
S2	15,704	15,704	16,264
S3	14,598	14,980	16,163
S4	13,492	13,874	15,859

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,320	15,285	2,035	12.5%	707	4.3%	47%	False	False	409,579
10	17,535	15,285	2,250	13.8%	439	2.7%	43%	False	False	274,284
20	17,721	15,285	2,436	15.0%	323	2.0%	40%	False	False	208,416
40	18,075	15,285	2,790	17.2%	261	1.6%	35%	False	False	174,884
60	18,108	15,285	2,823	17.4%	234	1.4%	34%	False	False	147,447
80	18,250	15,285	2,965	18.2%	212	1.3%	33%	False	False	110,651
100	18,250	15,285	2,965	18.2%	199	1.2%	33%	False	False	88,525
120	18,250	15,285	2,965	18.2%	190	1.2%	33%	False	False	73,772

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	65
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	19,510
2.618	18,276
1.618	17,520
1.000	17,053
0.618	16,764
HIGH	16,297
0.618	16,008
0.500	15,919
0.382	15,830
LOW	15,541
0.618	15,074
1.000	14,785
1.618	14,318
2.618	13,562
4.250	12,328

Fisher Pivots for day following 26-Aug-2015
Pivot	1 day	3 day
R1	16,139	16,116
PP	16,029	15,982
S1	15,919	15,849

Download as Excel Spreadsheet

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

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