mini-sized Dow ($5) Future December 2015

Trading Metrics calculated at close of trading on 27-Nov-2015

Day Change Summary
	Previous	Current
	25-Nov-2015	27-Nov-2015	Change	Change %	Previous Week
Open	17,764	17,815	51	0.3%	17,801
High	17,833	17,875	42	0.2%	17,875
Low	17,743	17,722	-21	-0.1%	17,623
Close	17,802	17,801	-1	0.0%	17,801
Range	90	153	63	70.0%	252
ATR	202	199	-4	-1.7%	0
Volume	67,392	75,998	8,606	12.8%	366,195

Daily Pivots for day following 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,258	18,183	17,885
R3	18,105	18,030	17,843
R2	17,952	17,952	17,829
R1	17,877	17,877	17,815	17,838
PP	17,799	17,799	17,799	17,780
S1	17,724	17,724	17,787	17,685
S2	17,646	17,646	17,773
S3	17,493	17,571	17,759
S4	17,340	17,418	17,717

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,522	18,414	17,940
R3	18,270	18,162	17,870
R2	18,018	18,018	17,847
R1	17,910	17,910	17,824	17,927
PP	17,766	17,766	17,766	17,775
S1	17,658	17,658	17,778	17,675
S2	17,514	17,514	17,755
S3	17,262	17,406	17,732
S4	17,010	17,154	17,663

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,884	17,623	261	1.5%	152	0.9%	68%	False	False	93,926
10	17,884	17,052	832	4.7%	203	1.1%	90%	False	False	125,544
20	17,906	17,052	854	4.8%	200	1.1%	88%	False	False	128,941
40	17,906	15,908	1,998	11.2%	204	1.1%	95%	False	False	136,486
60	17,906	15,799	2,107	11.8%	240	1.3%	95%	False	False	140,796
80	17,906	15,256	2,650	14.9%	268	1.5%	96%	False	False	105,738
100	17,979	15,256	2,723	15.3%	243	1.4%	93%	False	False	84,599
120	18,002	15,256	2,746	15.4%	224	1.3%	93%	False	False	70,503

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	43
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,525
2.618	18,276
1.618	18,123
1.000	18,028
0.618	17,970
HIGH	17,875
0.618	17,817
0.500	17,799
0.382	17,781
LOW	17,722
0.618	17,628
1.000	17,569
1.618	17,475
2.618	17,322
4.250	17,072

Fisher Pivots for day following 27-Nov-2015
Pivot	1 day	3 day
R1	17,800	17,784
PP	17,799	17,766
S1	17,799	17,749

Download as Excel Spreadsheet

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

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