mini-sized Dow ($5) Future December 2015

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

Day Change Summary
	Previous	Current
	10-Dec-2015	11-Dec-2015	Change	Change %	Previous Week
Open	17,482	17,580	98	0.6%	17,849
High	17,697	17,624	-73	-0.4%	17,869
Low	17,454	17,220	-234	-1.3%	17,220
Close	17,566	17,261	-305	-1.7%	17,261
Range	243	404	161	66.3%	649
ATR	242	254	12	4.8%	0
Volume	184,439	121,330	-63,109	-34.2%	877,460

Daily Pivots for day following 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,580	18,325	17,483
R3	18,176	17,921	17,372
R2	17,772	17,772	17,335
R1	17,517	17,517	17,298	17,443
PP	17,368	17,368	17,368	17,331
S1	17,113	17,113	17,224	17,039
S2	16,964	16,964	17,187
S3	16,560	16,709	17,150
S4	16,156	16,305	17,039

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	19,397	18,978	17,618
R3	18,748	18,329	17,440
R2	18,099	18,099	17,380
R1	17,680	17,680	17,321	17,565
PP	17,450	17,450	17,450	17,393
S1	17,031	17,031	17,202	16,916
S2	16,801	16,801	17,142
S3	16,152	16,382	17,083
S4	15,503	15,733	16,904

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,869	17,220	649	3.8%	310	1.8%	6%	False	True	175,492
10	17,905	17,220	685	4.0%	290	1.7%	6%	False	True	168,134
20	17,905	17,052	853	4.9%	247	1.4%	25%	False	False	146,839
40	17,906	17,012	894	5.2%	214	1.2%	28%	False	False	138,008
60	17,906	15,799	2,107	12.2%	236	1.4%	69%	False	False	155,115
80	17,906	15,256	2,650	15.4%	280	1.6%	76%	False	False	126,738
100	17,906	15,256	2,650	15.4%	260	1.5%	76%	False	False	101,408
120	17,979	15,256	2,723	15.8%	240	1.4%	74%	False	False	84,513

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	51
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	19,341
2.618	18,682
1.618	18,278
1.000	18,028
0.618	17,874
HIGH	17,624
0.618	17,470
0.500	17,422
0.382	17,374
LOW	17,220
0.618	16,970
1.000	16,816
1.618	16,566
2.618	16,162
4.250	15,503

Fisher Pivots for day following 11-Dec-2015
Pivot	1 day	3 day
R1	17,422	17,491
PP	17,368	17,414
S1	17,315	17,338

Download as Excel Spreadsheet

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

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