mini-sized Dow ($5) Future March 2016

Trading Metrics calculated at close of trading on 21-Sep-2015

Day Change Summary
	Previous	Current
	18-Sep-2015	21-Sep-2015	Change	Change %	Previous Week
Open	16,500	16,155	-345	-2.1%	16,331
High	16,503	16,403	-100	-0.6%	16,734
Low	16,189	16,155	-34	-0.2%	16,146
Close	16,234	16,372	138	0.9%	16,234
Range	314	248	-66	-21.0%	588
ATR	270	269	-2	-0.6%	0
Volume	18	37	19	105.6%	160

Daily Pivots for day following 21-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	17,054	16,961	16,509
R3	16,806	16,713	16,440
R2	16,558	16,558	16,418
R1	16,465	16,465	16,395	16,512
PP	16,310	16,310	16,310	16,333
S1	16,217	16,217	16,349	16,264
S2	16,062	16,062	16,327
S3	15,814	15,969	16,304
S4	15,566	15,721	16,236

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,135	17,773	16,558
R3	17,547	17,185	16,396
R2	16,959	16,959	16,342
R1	16,597	16,597	16,288	16,484
PP	16,371	16,371	16,371	16,315
S1	16,009	16,009	16,180	15,896
S2	15,783	15,783	16,126
S3	15,195	15,421	16,072
S4	14,607	14,833	15,911

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,734	16,146	588	3.6%	268	1.6%	38%	False	False	35
10	16,734	16,013	721	4.4%	237	1.4%	50%	False	False	23
20	16,734	15,495	1,239	7.6%	248	1.5%	71%	False	False	13
40	17,521	15,495	2,026	12.4%	184	1.1%	43%	False	False	7
60	17,886	15,495	2,391	14.6%	146	0.9%	37%	False	False	4

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	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	43
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	17,457
2.618	17,052
1.618	16,804
1.000	16,651
0.618	16,556
HIGH	16,403
0.618	16,308
0.500	16,279
0.382	16,250
LOW	16,155
0.618	16,002
1.000	15,907
1.618	15,754
2.618	15,506
4.250	15,101

Fisher Pivots for day following 21-Sep-2015
Pivot	1 day	3 day
R1	16,341	16,445
PP	16,310	16,420
S1	16,279	16,396

Download as Excel Spreadsheet

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

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