mini-sized Dow ($5) Future December 2015

Trading Metrics calculated at close of trading on 30-Sep-2015

Day Change Summary
	Previous	Current
	29-Sep-2015	30-Sep-2015	Change	Change %	Previous Week
Open	15,934	15,948	14	0.1%	16,315
High	16,014	16,195	181	1.1%	16,476
Low	15,799	15,928	129	0.8%	15,910
Close	15,949	16,172	223	1.4%	16,203
Range	215	267	52	24.2%	566
ATR	317	313	-4	-1.1%	0
Volume	259,916	202,065	-57,851	-22.3%	1,018,381

Daily Pivots for day following 30-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	16,899	16,803	16,319
R3	16,632	16,536	16,246
R2	16,365	16,365	16,221
R1	16,269	16,269	16,197	16,317
PP	16,098	16,098	16,098	16,123
S1	16,002	16,002	16,148	16,050
S2	15,831	15,831	16,123
S3	15,564	15,735	16,099
S4	15,297	15,468	16,025

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	17,894	17,615	16,514
R3	17,328	17,049	16,359
R2	16,762	16,762	16,307
R1	16,483	16,483	16,255	16,340
PP	16,196	16,196	16,196	16,125
S1	15,917	15,917	16,151	15,774
S2	15,630	15,630	16,099
S3	15,064	15,351	16,047
S4	14,498	14,785	15,892

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,372	15,799	573	3.5%	305	1.9%	65%	False	False	234,836
10	16,837	15,799	1,038	6.4%	307	1.9%	36%	False	False	217,030
20	16,837	15,799	1,038	6.4%	310	1.9%	36%	False	False	138,463
40	17,500	15,256	2,244	13.9%	327	2.0%	41%	False	False	69,469
60	17,979	15,256	2,723	16.8%	265	1.6%	34%	False	False	46,326
80	18,002	15,256	2,746	17.0%	230	1.4%	33%	False	False	34,750
100	18,149	15,256	2,893	17.9%	189	1.2%	32%	False	False	27,801
120	18,149	15,256	2,893	17.9%	162	1.0%	32%	False	False	23,168

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	66
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,330
2.618	16,894
1.618	16,627
1.000	16,462
0.618	16,360
HIGH	16,195
0.618	16,093
0.500	16,062
0.382	16,030
LOW	15,928
0.618	15,763
1.000	15,661
1.618	15,496
2.618	15,229
4.250	14,793

Fisher Pivots for day following 30-Sep-2015
Pivot	1 day	3 day
R1	16,135	16,129
PP	16,098	16,087
S1	16,062	16,044

Download as Excel Spreadsheet

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

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