mini-sized Dow ($5) Future December 2015

Trading Metrics calculated at close of trading on 01-Dec-2015

Day Change Summary
	Previous	Current
	30-Nov-2015	01-Dec-2015	Change	Change %	Previous Week
Open	17,801	17,758	-43	-0.2%	17,801
High	17,847	17,879	32	0.2%	17,875
Low	17,700	17,752	52	0.3%	17,623
Close	17,714	17,862	148	0.8%	17,801
Range	147	127	-20	-13.6%	252
ATR	195	193	-2	-1.1%	0
Volume	104,830	124,139	19,309	18.4%	366,195

Daily Pivots for day following 01-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,212	18,164	17,932
R3	18,085	18,037	17,897
R2	17,958	17,958	17,885
R1	17,910	17,910	17,874	17,934
PP	17,831	17,831	17,831	17,843
S1	17,783	17,783	17,850	17,807
S2	17,704	17,704	17,839
S3	17,577	17,656	17,827
S4	17,450	17,529	17,792

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	17,879	17,623	256	1.4%	145	0.8%	93%	True	False	101,055
10	17,884	17,400	484	2.7%	162	0.9%	95%	False	False	113,298
20	17,906	17,052	854	4.8%	191	1.1%	95%	False	False	129,183
40	17,906	16,576	1,330	7.4%	190	1.1%	97%	False	False	131,217
60	17,906	15,799	2,107	11.8%	235	1.3%	98%	False	False	144,524
80	17,906	15,256	2,650	14.8%	267	1.5%	98%	False	False	108,599
100	17,979	15,256	2,723	15.2%	242	1.4%	96%	False	False	86,887
120	18,002	15,256	2,746	15.4%	225	1.3%	95%	False	False	72,411

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	39
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	18,419
2.618	18,212
1.618	18,085
1.000	18,006
0.618	17,958
HIGH	17,879
0.618	17,831
0.500	17,816
0.382	17,801
LOW	17,752
0.618	17,674
1.000	17,625
1.618	17,547
2.618	17,420
4.250	17,212

Fisher Pivots for day following 01-Dec-2015
Pivot	1 day	3 day
R1	17,847	17,838
PP	17,831	17,814
S1	17,816	17,790

Download as Excel Spreadsheet

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

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