mini-sized Dow ($5) Future March 2016

Trading Metrics calculated at close of trading on 12-Jan-2016

Day Change Summary
	Previous	Current
	11-Jan-2016	12-Jan-2016	Change	Change %	Previous Week
Open	16,260	16,280	20	0.1%	17,347
High	16,372	16,502	130	0.8%	17,399
Low	16,085	16,168	83	0.5%	16,209
Close	16,287	16,363	76	0.5%	16,235
Range	287	334	47	16.4%	1,190
ATR	292	295	3	1.0%	0
Volume	277,519	260,381	-17,138	-6.2%	1,256,432

Daily Pivots for day following 12-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,346	17,189	16,547
R3	17,012	16,855	16,455
R2	16,678	16,678	16,424
R1	16,521	16,521	16,394	16,600
PP	16,344	16,344	16,344	16,384
S1	16,187	16,187	16,333	16,266
S2	16,010	16,010	16,302
S3	15,676	15,853	16,271
S4	15,342	15,519	16,179

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,184	19,400	16,890
R3	18,994	18,210	16,562
R2	17,804	17,804	16,453
R1	17,020	17,020	16,344	16,817
PP	16,614	16,614	16,614	16,513
S1	15,830	15,830	16,126	15,627
S2	15,424	15,424	16,017
S3	14,234	14,640	15,908
S4	13,044	13,450	15,581

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,096	16,085	1,011	6.2%	393	2.4%	27%	False	False	276,729
10	17,660	16,085	1,575	9.6%	335	2.0%	18%	False	False	202,229
20	17,735	16,085	1,650	10.1%	293	1.8%	17%	False	False	174,851
40	17,825	16,085	1,740	10.6%	265	1.6%	16%	False	False	93,864
60	17,828	16,085	1,743	10.7%	232	1.4%	16%	False	False	62,633
80	17,828	15,745	2,083	12.7%	236	1.4%	30%	False	False	46,989
100	17,828	15,495	2,333	14.3%	239	1.5%	37%	False	False	37,593
120	17,828	15,495	2,333	14.3%	217	1.3%	37%	False	False	31,328

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	67
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,922
2.618	17,377
1.618	17,043
1.000	16,836
0.618	16,709
HIGH	16,502
0.618	16,375
0.500	16,335
0.382	16,296
LOW	16,168
0.618	15,962
1.000	15,834
1.618	15,628
2.618	15,294
4.250	14,749

Fisher Pivots for day following 12-Jan-2016
Pivot	1 day	3 day
R1	16,354	16,376
PP	16,344	16,371
S1	16,335	16,367

Download as Excel Spreadsheet

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

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