mini-sized Dow ($5) Future September 2014


Trading Metrics calculated at close of trading on 16-Sep-2014
Day Change Summary
Previous Current
15-Sep-2014 16-Sep-2014 Change Change % Previous Week
Open 16,958 17,038 80 0.5% 17,120
High 17,053 17,165 112 0.7% 17,130
Low 16,925 16,977 52 0.3% 16,935
Close 17,028 17,137 109 0.6% 16,991
Range 128 188 60 46.9% 195
ATR 121 126 5 4.0% 0
Volume 49,151 56,777 7,626 15.5% 643,299
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 17,657 17,585 17,241
R3 17,469 17,397 17,189
R2 17,281 17,281 17,172
R1 17,209 17,209 17,154 17,245
PP 17,093 17,093 17,093 17,111
S1 17,021 17,021 17,120 17,057
S2 16,905 16,905 17,103
S3 16,717 16,833 17,085
S4 16,529 16,645 17,034
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 17,604 17,492 17,098
R3 17,409 17,297 17,045
R2 17,214 17,214 17,027
R1 17,102 17,102 17,009 17,061
PP 17,019 17,019 17,019 16,998
S1 16,907 16,907 16,973 16,866
S2 16,824 16,824 16,955
S3 16,629 16,712 16,938
S4 16,434 16,517 16,884
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17,165 16,925 240 1.4% 130 0.8% 88% True False 95,765
10 17,165 16,925 240 1.4% 123 0.7% 88% True False 116,030
20 17,165 16,803 362 2.1% 111 0.6% 92% True False 103,971
40 17,165 16,208 957 5.6% 135 0.8% 97% True False 130,057
60 17,165 16,208 957 5.6% 131 0.8% 97% True False 128,560
80 17,165 16,208 957 5.6% 121 0.7% 97% True False 106,066
100 17,165 16,208 957 5.6% 119 0.7% 97% True False 84,860
120 17,165 15,888 1,277 7.5% 117 0.7% 98% True False 70,719
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 17,964
2.618 17,657
1.618 17,469
1.000 17,353
0.618 17,281
HIGH 17,165
0.618 17,093
0.500 17,071
0.382 17,049
LOW 16,977
0.618 16,861
1.000 16,789
1.618 16,673
2.618 16,485
4.250 16,178
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 17,115 17,106
PP 17,093 17,076
S1 17,071 17,045

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

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