mini-sized Dow ($5) Future December 2015

Trading Metrics calculated at close of trading on 13-Oct-2015

Day Change Summary
	Previous	Current
	12-Oct-2015	13-Oct-2015	Change	Change %	Previous Week
Open	16,972	17,051	79	0.5%	16,354
High	17,099	17,076	-23	-0.1%	17,026
Low	16,943	16,920	-23	-0.1%	16,328
Close	17,040	16,973	-67	-0.4%	16,991
Range	156	156	0	0.0%	698
ATR	292	282	-10	-3.3%	0
Volume	67,274	128,107	60,833	90.4%	821,884

Daily Pivots for day following 13-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	17,458	17,371	17,059
R3	17,302	17,215	17,016
R2	17,146	17,146	17,002
R1	17,059	17,059	16,987	17,025
PP	16,990	16,990	16,990	16,972
S1	16,903	16,903	16,959	16,869
S2	16,834	16,834	16,945
S3	16,678	16,747	16,930
S4	16,522	16,591	16,887

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,876	18,631	17,375
R3	18,178	17,933	17,183
R2	17,480	17,480	17,119
R1	17,235	17,235	17,055	17,358
PP	16,782	16,782	16,782	16,843
S1	16,537	16,537	16,927	16,660
S2	16,084	16,084	16,863
S3	15,386	15,839	16,799
S4	14,688	15,141	16,607

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,099	16,601	498	2.9%	200	1.2%	75%	False	False	140,803
10	17,099	15,908	1,191	7.0%	267	1.6%	89%	False	False	172,762
20	17,099	15,799	1,300	7.7%	284	1.7%	90%	False	False	191,434
40	17,443	15,256	2,187	12.9%	343	2.0%	79%	False	False	107,584
60	17,912	15,256	2,656	15.6%	287	1.7%	65%	False	False	71,746
80	18,002	15,256	2,746	16.2%	250	1.5%	63%	False	False	53,819
100	18,061	15,256	2,805	16.5%	213	1.3%	61%	False	False	43,057
120	18,149	15,256	2,893	17.0%	181	1.1%	59%	False	False	35,881

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	71

Fibonacci Retracements and Extensions
4.250	17,739
2.618	17,485
1.618	17,329
1.000	17,232
0.618	17,173
HIGH	17,076
0.618	17,017
0.500	16,998
0.382	16,980
LOW	16,920
0.618	16,824
1.000	16,764
1.618	16,668
2.618	16,512
4.250	16,257

Fisher Pivots for day following 13-Oct-2015
Pivot	1 day	3 day
R1	16,998	17,005
PP	16,990	16,994
S1	16,981	16,984

Download as Excel Spreadsheet

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

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