mini-sized Dow ($5) Future December 2015

Trading Metrics calculated at close of trading on 11-Nov-2015

Day Change Summary
	Previous	Current
	10-Nov-2015	11-Nov-2015	Change	Change %	Previous Week
Open	17,678	17,709	31	0.2%	17,598
High	17,724	17,799	75	0.4%	17,906
Low	17,608	17,643	35	0.2%	17,527
Close	17,716	17,655	-61	-0.3%	17,843
Range	116	156	40	34.5%	379
ATR	202	199	-3	-1.6%	0
Volume	127,743	111,144	-16,599	-13.0%	644,296

Daily Pivots for day following 11-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,167	18,067	17,741
R3	18,011	17,911	17,698
R2	17,855	17,855	17,684
R1	17,755	17,755	17,669	17,727
PP	17,699	17,699	17,699	17,685
S1	17,599	17,599	17,641	17,571
S2	17,543	17,543	17,627
S3	17,387	17,443	17,612
S4	17,231	17,287	17,569

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,896	18,748	18,052
R3	18,517	18,369	17,947
R2	18,138	18,138	17,913
R1	17,990	17,990	17,878	18,064
PP	17,759	17,759	17,759	17,796
S1	17,611	17,611	17,808	17,685
S2	17,380	17,380	17,774
S3	17,001	17,232	17,739
S4	16,622	16,853	17,635

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,871	17,608	263	1.5%	168	1.0%	18%	False	False	137,010
10	17,906	17,527	379	2.1%	175	1.0%	34%	False	False	125,660
20	17,906	16,825	1,081	6.1%	177	1.0%	77%	False	False	128,181
40	17,906	15,799	2,107	11.9%	231	1.3%	88%	False	False	160,571
60	17,906	15,256	2,650	15.0%	290	1.6%	91%	False	False	117,171
80	17,906	15,256	2,650	15.0%	260	1.5%	91%	False	False	87,897
100	18,002	15,256	2,746	15.6%	236	1.3%	87%	False	False	70,325
120	18,002	15,256	2,746	15.6%	209	1.2%	87%	False	False	58,605

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	55
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,462
2.618	18,208
1.618	18,052
1.000	17,955
0.618	17,896
HIGH	17,799
0.618	17,740
0.500	17,721
0.382	17,703
LOW	17,643
0.618	17,547
1.000	17,487
1.618	17,391
2.618	17,235
4.250	16,980

Fisher Pivots for day following 11-Nov-2015
Pivot	1 day	3 day
R1	17,721	17,740
PP	17,699	17,711
S1	17,677	17,683

Download as Excel Spreadsheet

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

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