mini-sized Dow ($5) Future September 2016

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

Day Change Summary
	Previous	Current
	11-Aug-2016	12-Aug-2016	Change	Change %	Previous Week
Open	18,450	18,565	115	0.6%	18,458
High	18,594	18,585	-9	0.0%	18,594
Low	18,433	18,486	53	0.3%	18,417
Close	18,565	18,523	-42	-0.2%	18,523
Range	161	99	-62	-38.5%	177
ATR	146	143	-3	-2.3%	0
Volume	111,156	90,678	-20,478	-18.4%	469,779

Daily Pivots for day following 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,828	18,775	18,578
R3	18,729	18,676	18,550
R2	18,630	18,630	18,541
R1	18,577	18,577	18,532	18,554
PP	18,531	18,531	18,531	18,520
S1	18,478	18,478	18,514	18,455
S2	18,432	18,432	18,505
S3	18,333	18,379	18,496
S4	18,234	18,280	18,469

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,042	18,960	18,620
R3	18,865	18,783	18,572
R2	18,688	18,688	18,556
R1	18,606	18,606	18,539	18,647
PP	18,511	18,511	18,511	18,532
S1	18,429	18,429	18,507	18,470
S2	18,334	18,334	18,491
S3	18,157	18,252	18,474
S4	17,980	18,075	18,426

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,594	18,417	177	1.0%	102	0.5%	60%	False	False	93,955
10	18,594	18,170	424	2.3%	126	0.7%	83%	False	False	109,266
20	18,594	18,170	424	2.3%	123	0.7%	83%	False	False	113,810
40	18,594	16,961	1,633	8.8%	183	1.0%	96%	False	False	141,946
60	18,594	16,961	1,633	8.8%	174	0.9%	96%	False	False	111,954
80	18,594	16,961	1,633	8.8%	174	0.9%	96%	False	False	83,999
100	18,594	16,961	1,633	8.8%	168	0.9%	96%	False	False	67,220
120	18,594	16,270	2,324	12.5%	163	0.9%	97%	False	False	56,024

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	26
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	19,006
2.618	18,844
1.618	18,745
1.000	18,684
0.618	18,646
HIGH	18,585
0.618	18,547
0.500	18,536
0.382	18,524
LOW	18,486
0.618	18,425
1.000	18,387
1.618	18,326
2.618	18,227
4.250	18,065

Fisher Pivots for day following 12-Aug-2016
Pivot	1 day	3 day
R1	18,536	18,517
PP	18,531	18,511
S1	18,527	18,506

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols