mini-sized Dow ($5) Future December 2015

Trading Metrics calculated at close of trading on 02-Nov-2015

Day Change Summary
	Previous	Current
	30-Oct-2015	02-Nov-2015	Change	Change %	Previous Week
Open	17,690	17,598	-92	-0.5%	17,546
High	17,769	17,764	-5	0.0%	17,769
Low	17,562	17,527	-35	-0.2%	17,459
Close	17,594	17,735	141	0.8%	17,594
Range	207	237	30	14.5%	310
ATR	217	219	1	0.7%	0
Volume	121,465	102,672	-18,793	-15.5%	579,223

Daily Pivots for day following 02-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,386	18,298	17,865
R3	18,149	18,061	17,800
R2	17,912	17,912	17,779
R1	17,824	17,824	17,757	17,868
PP	17,675	17,675	17,675	17,698
S1	17,587	17,587	17,713	17,631
S2	17,438	17,438	17,692
S3	17,201	17,350	17,670
S4	16,964	17,113	17,605

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,537	18,376	17,765
R3	18,227	18,066	17,679
R2	17,917	17,917	17,651
R1	17,756	17,756	17,623	17,837
PP	17,607	17,607	17,607	17,648
S1	17,446	17,446	17,566	17,527
S2	17,297	17,297	17,537
S3	16,987	17,136	17,509
S4	16,677	16,826	17,424

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,769	17,459	310	1.7%	176	1.0%	89%	False	False	117,295
10	17,769	17,041	728	4.1%	187	1.1%	95%	False	False	126,677
20	17,769	16,576	1,193	6.7%	188	1.1%	97%	False	False	133,251
40	17,769	15,799	1,970	11.1%	257	1.4%	98%	False	False	152,194
60	17,769	15,256	2,513	14.2%	292	1.6%	99%	False	False	101,738
80	17,979	15,256	2,723	15.4%	255	1.4%	91%	False	False	76,313
100	18,002	15,256	2,746	15.5%	231	1.3%	90%	False	False	61,057
120	18,149	15,256	2,893	16.3%	199	1.1%	86%	False	False	50,881

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	41
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	18,771
2.618	18,385
1.618	18,148
1.000	18,001
0.618	17,911
HIGH	17,764
0.618	17,674
0.500	17,646
0.382	17,618
LOW	17,527
0.618	17,381
1.000	17,290
1.618	17,144
2.618	16,907
4.250	16,520

Fisher Pivots for day following 02-Nov-2015
Pivot	1 day	3 day
R1	17,705	17,706
PP	17,675	17,677
S1	17,646	17,648

Download as Excel Spreadsheet

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

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