mini-sized Dow ($5) Future March 2016

Trading Metrics calculated at close of trading on 24-Dec-2015

Day Change Summary
	Previous	Current
	23-Dec-2015	24-Dec-2015	Change	Change %	Previous Week
Open	17,354	17,478	124	0.7%	17,168
High	17,517	17,515	-2	0.0%	17,735
Low	17,327	17,437	110	0.6%	17,008
Close	17,472	17,449	-23	-0.1%	17,017
Range	190	78	-112	-58.9%	727
ATR	262	249	-13	-5.0%	0
Volume	96,588	32,084	-64,504	-66.8%	1,035,873

Daily Pivots for day following 24-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	17,701	17,653	17,492
R3	17,623	17,575	17,471
R2	17,545	17,545	17,463
R1	17,497	17,497	17,456	17,482
PP	17,467	17,467	17,467	17,460
S1	17,419	17,419	17,442	17,404
S2	17,389	17,389	17,435
S3	17,311	17,341	17,428
S4	17,233	17,263	17,406

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	19,434	18,953	17,417
R3	18,707	18,226	17,217
R2	17,980	17,980	17,150
R1	17,499	17,499	17,084	17,376
PP	17,253	17,253	17,253	17,192
S1	16,772	16,772	16,950	16,649
S2	16,526	16,526	16,884
S3	15,799	16,045	16,817
S4	15,072	15,318	16,617

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,517	17,008	509	2.9%	225	1.3%	87%	False	False	118,575
10	17,735	17,008	727	4.2%	278	1.6%	61%	False	False	158,206
20	17,825	17,008	817	4.7%	268	1.5%	54%	False	False	83,136
40	17,828	16,991	837	4.8%	226	1.3%	55%	False	False	41,668
60	17,828	15,835	1,993	11.4%	217	1.2%	81%	False	False	27,824
80	17,828	15,745	2,083	11.9%	222	1.3%	82%	False	False	20,874
100	17,828	15,495	2,333	13.4%	214	1.2%	84%	False	False	16,700
120	17,886	15,495	2,391	13.7%	193	1.1%	82%	False	False	13,916

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	57
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	17,847
2.618	17,719
1.618	17,641
1.000	17,593
0.618	17,563
HIGH	17,515
0.618	17,485
0.500	17,476
0.382	17,467
LOW	17,437
0.618	17,389
1.000	17,359
1.618	17,311
2.618	17,233
4.250	17,106

Fisher Pivots for day following 24-Dec-2015
Pivot	1 day	3 day
R1	17,476	17,404
PP	17,467	17,359
S1	17,458	17,314

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

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