mini-sized Dow ($5) Future September 2016


Trading Metrics calculated at close of trading on 04-Jan-2016
Day Change Summary
Previous Current
31-Dec-2015 04-Jan-2016 Change Change % Previous Week
Open 17,345 16,830 -515 -3.0% 17,295
High 17,345 16,936 -409 -2.4% 17,496
Low 17,202 16,830 -372 -2.2% 17,202
Close 17,202 16,936 -266 -1.5% 17,202
Range 143 106 -37 -25.9% 294
ATR 161 176 15 9.4% 0
Volume 1 2 1 100.0% 2
Daily Pivots for day following 04-Jan-2016
Classic Woodie Camarilla DeMark
R4 17,219 17,183 16,994
R3 17,113 17,077 16,965
R2 17,007 17,007 16,956
R1 16,971 16,971 16,946 16,989
PP 16,901 16,901 16,901 16,910
S1 16,865 16,865 16,926 16,883
S2 16,795 16,795 16,917
S3 16,689 16,759 16,907
S4 16,583 16,653 16,878
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 18,182 17,986 17,364
R3 17,888 17,692 17,283
R2 17,594 17,594 17,256
R1 17,398 17,398 17,229 17,349
PP 17,300 17,300 17,300 17,276
S1 17,104 17,104 17,175 17,055
S2 17,006 17,006 17,148
S3 16,712 16,810 17,121
S4 16,418 16,516 17,040
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17,496 16,830 666 3.9% 51 0.3% 16% False True
10 17,496 16,830 666 3.9% 37 0.2% 16% False True 4
20 17,582 16,830 752 4.4% 20 0.1% 14% False True 2
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 0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 17,387
2.618 17,214
1.618 17,108
1.000 17,042
0.618 17,002
HIGH 16,936
0.618 16,896
0.500 16,883
0.382 16,871
LOW 16,830
0.618 16,765
1.000 16,724
1.618 16,659
2.618 16,553
4.250 16,380
Fisher Pivots for day following 04-Jan-2016
Pivot 1 day 3 day
R1 16,918 17,100
PP 16,901 17,045
S1 16,883 16,991

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

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