mini-sized Dow ($5) Future March 2016

Trading Metrics calculated at close of trading on 21-Jan-2016

Day Change Summary
	Previous	Current
	20-Jan-2016	21-Jan-2016	Change	Change %	Previous Week
Open	15,888	15,706	-182	-1.1%	16,260
High	15,939	15,957	18	0.1%	16,533
Low	15,365	15,562	197	1.3%	15,748
Close	15,717	15,787	70	0.4%	15,912
Range	574	395	-179	-31.2%	785
ATR	357	360	3	0.8%	0
Volume	373,958	355,674	-18,284	-4.9%	1,505,412

Daily Pivots for day following 21-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	16,954	16,765	16,004
R3	16,559	16,370	15,896
R2	16,164	16,164	15,860
R1	15,975	15,975	15,823	16,070
PP	15,769	15,769	15,769	15,816
S1	15,580	15,580	15,751	15,675
S2	15,374	15,374	15,715
S3	14,979	15,185	15,679
S4	14,584	14,790	15,570

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	16,391	15,365	1,026	6.5%	472	3.0%	41%	False	False	348,215
10	16,881	15,365	1,516	9.6%	446	2.8%	28%	False	False	319,727
20	17,660	15,365	2,295	14.5%	345	2.2%	18%	False	False	219,010
40	17,825	15,365	2,460	15.6%	302	1.9%	17%	False	False	144,981
60	17,828	15,365	2,463	15.6%	263	1.7%	17%	False	False	96,724
80	17,828	15,365	2,463	15.6%	251	1.6%	17%	False	False	72,563
100	17,828	15,365	2,463	15.6%	246	1.6%	17%	False	False	58,055
120	17,828	15,365	2,463	15.6%	233	1.5%	17%	False	False	48,379

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	False
Bull Hook	False
Stretch	108
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,636
2.618	16,991
1.618	16,596
1.000	16,352
0.618	16,201
HIGH	15,957
0.618	15,806
0.500	15,760
0.382	15,713
LOW	15,562
0.618	15,318
1.000	15,167
1.618	14,923
2.618	14,528
4.250	13,883

Fisher Pivots for day following 21-Jan-2016
Pivot	1 day	3 day
R1	15,778	15,784
PP	15,769	15,780
S1	15,760	15,777

Download as Excel Spreadsheet

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

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