mini-sized Dow ($5) Future March 2016

Trading Metrics calculated at close of trading on 16-Dec-2015

Day Change Summary
	Previous	Current
	15-Dec-2015	16-Dec-2015	Change	Change %	Previous Week
Open	17,285	17,472	187	1.1%	17,777
High	17,550	17,705	155	0.9%	17,790
Low	17,259	17,405	146	0.8%	17,135
Close	17,470	17,654	184	1.1%	17,179
Range	291	300	9	3.1%	655
ATR	250	253	4	1.4%	0
Volume	162,469	191,105	28,636	17.6%	249,699

Daily Pivots for day following 16-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,488	18,371	17,819
R3	18,188	18,071	17,737
R2	17,888	17,888	17,709
R1	17,771	17,771	17,682	17,830
PP	17,588	17,588	17,588	17,617
S1	17,471	17,471	17,627	17,530
S2	17,288	17,288	17,599
S3	16,988	17,171	17,572
S4	16,688	16,871	17,489

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	19,333	18,911	17,539
R3	18,678	18,256	17,359
R2	18,023	18,023	17,299
R1	17,601	17,601	17,239	17,485
PP	17,368	17,368	17,368	17,310
S1	16,946	16,946	17,119	16,830
S2	16,713	16,713	17,059
S3	16,058	16,291	16,999
S4	15,403	15,636	16,819

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,705	17,053	652	3.7%	301	1.7%	92%	True	False	168,010
10	17,790	17,053	737	4.2%	323	1.8%	82%	False	False	87,156
20	17,825	17,053	772	4.4%	239	1.4%	78%	False	False	43,718
40	17,828	16,960	868	4.9%	216	1.2%	80%	False	False	21,953
60	17,828	15,745	2,083	11.8%	217	1.2%	92%	False	False	14,656
80	17,828	15,495	2,333	13.2%	225	1.3%	93%	False	False	10,996
100	17,828	15,495	2,333	13.2%	205	1.2%	93%	False	False	8,797
120	17,886	15,495	2,391	13.5%	184	1.0%	90%	False	False	7,331

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	61
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	18,980
2.618	18,491
1.618	18,191
1.000	18,005
0.618	17,891
HIGH	17,705
0.618	17,591
0.500	17,555
0.382	17,520
LOW	17,405
0.618	17,220
1.000	17,105
1.618	16,920
2.618	16,620
4.250	16,130

Fisher Pivots for day following 16-Dec-2015
Pivot	1 day	3 day
R1	17,621	17,562
PP	17,588	17,471
S1	17,555	17,379

Download as Excel Spreadsheet

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

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