mini-sized Dow ($5) Future December 2016

Trading Metrics calculated at close of trading on 15-Dec-2016

Day Change Summary
	Previous	Current
	14-Dec-2016	15-Dec-2016	Change	Change %	Previous Week
Open	19,912	19,823	-89	-0.4%	19,110
High	19,968	19,955	-13	-0.1%	19,783
Low	19,749	19,779	30	0.2%	19,083
Close	19,824	19,863	39	0.2%	19,769
Range	219	176	-43	-19.6%	700
ATR	165	166	1	0.5%	0
Volume	52,320	41,658	-10,662	-20.4%	673,289

Daily Pivots for day following 15-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,394	20,304	19,960
R3	20,218	20,128	19,912
R2	20,042	20,042	19,895
R1	19,952	19,952	19,879	19,997
PP	19,866	19,866	19,866	19,888
S1	19,776	19,776	19,847	19,821
S2	19,690	19,690	19,831
S3	19,514	19,600	19,815
S4	19,338	19,424	19,766

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	21,645	21,407	20,154
R3	20,945	20,707	19,962
R2	20,245	20,245	19,897
R1	20,007	20,007	19,833	20,126
PP	19,545	19,545	19,545	19,605
S1	19,307	19,307	19,705	19,426
S2	18,845	18,845	19,641
S3	18,145	18,607	19,577
S4	17,445	17,907	19,384

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	19,968	19,611	357	1.8%	175	0.9%	71%	False	False	57,876
10	19,968	19,083	885	4.5%	171	0.9%	88%	False	False	102,813
20	19,968	18,812	1,156	5.8%	130	0.7%	91%	False	False	114,507
40	19,968	17,418	2,550	12.8%	171	0.9%	96%	False	False	160,191
60	19,968	17,418	2,550	12.8%	176	0.9%	96%	False	False	156,538
80	19,968	17,418	2,550	12.8%	178	0.9%	96%	False	False	140,730
100	19,968	17,418	2,550	12.8%	164	0.8%	96%	False	False	112,608
120	19,968	16,930	3,038	15.3%	164	0.8%	97%	False	False	93,854

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	25
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	20,703
2.618	20,416
1.618	20,240
1.000	20,131
0.618	20,064
HIGH	19,955
0.618	19,888
0.500	19,867
0.382	19,846
LOW	19,779
0.618	19,670
1.000	19,603
1.618	19,494
2.618	19,318
4.250	19,031

Fisher Pivots for day following 15-Dec-2016
Pivot	1 day	3 day
R1	19,867	19,862
PP	19,866	19,860
S1	19,864	19,859

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