mini-sized Dow ($5) Future March 2016

Trading Metrics calculated at close of trading on 19-Jan-2016

Day Change Summary
	Previous	Current
	15-Jan-2016	19-Jan-2016	Change	Change %	Previous Week
Open	16,268	15,875	-393	-2.4%	16,260
High	16,331	16,188	-143	-0.9%	16,533
Low	15,748	15,794	46	0.3%	15,748
Close	15,912	15,913	1	0.0%	15,912
Range	583	394	-189	-32.4%	785
ATR	336	341	4	1.2%	0
Volume	357,593	348,986	-8,607	-2.4%	1,505,412

Daily Pivots for day following 19-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,147	16,924	16,130
R3	16,753	16,530	16,021
R2	16,359	16,359	15,985
R1	16,136	16,136	15,949	16,248
PP	15,965	15,965	15,965	16,021
S1	15,742	15,742	15,877	15,854
S2	15,571	15,571	15,841
S3	15,177	15,348	15,805
S4	14,783	14,954	15,696

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,419	17,951	16,344
R3	17,634	17,166	16,128
R2	16,849	16,849	16,056
R1	16,381	16,381	15,984	16,223
PP	16,064	16,064	16,064	15,985
S1	15,596	15,596	15,840	15,438
S2	15,279	15,279	15,768
S3	14,494	14,811	15,696
S4	13,709	14,026	15,480

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,533	15,748	785	4.9%	446	2.8%	21%	False	False	315,375
10	17,153	15,748	1,405	8.8%	408	2.6%	12%	False	False	289,058
20	17,660	15,748	1,912	12.0%	325	2.0%	9%	False	False	199,938
40	17,825	15,748	2,077	13.1%	285	1.8%	8%	False	False	126,761
60	17,828	15,748	2,080	13.1%	256	1.6%	8%	False	False	84,570
80	17,828	15,745	2,083	13.1%	246	1.5%	8%	False	False	63,444
100	17,828	15,495	2,333	14.7%	244	1.5%	18%	False	False	50,758
120	17,828	15,495	2,333	14.7%	227	1.4%	18%	False	False	42,299

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	97
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	17,863
2.618	17,220
1.618	16,826
1.000	16,582
0.618	16,432
HIGH	16,188
0.618	16,038
0.500	15,991
0.382	15,945
LOW	15,794
0.618	15,551
1.000	15,400
1.618	15,157
2.618	14,763
4.250	14,120

Fisher Pivots for day following 19-Jan-2016
Pivot	1 day	3 day
R1	15,991	16,070
PP	15,965	16,017
S1	15,939	15,965

Download as Excel Spreadsheet

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

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