mini-sized Dow ($5) Future December 2014

Trading Metrics calculated at close of trading on 26-Sep-2014

Day Change Summary
	Previous	Current
	25-Sep-2014	26-Sep-2014	Change	Change %	Previous Week
Open	17,130	16,902	-228	-1.3%	17,200
High	17,149	17,069	-80	-0.5%	17,210
Low	16,863	16,880	17	0.1%	16,863
Close	16,900	17,030	130	0.8%	17,030
Range	286	189	-97	-33.9%	347
ATR	143	147	3	2.3%	0
Volume	212,814	151,568	-61,246	-28.8%	803,901

Daily Pivots for day following 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,560	17,484	17,134
R3	17,371	17,295	17,082
R2	17,182	17,182	17,065
R1	17,106	17,106	17,047	17,144
PP	16,993	16,993	16,993	17,012
S1	16,917	16,917	17,013	16,955
S2	16,804	16,804	16,995
S3	16,615	16,728	16,978
S4	16,426	16,539	16,926

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	18,075	17,900	17,221
R3	17,728	17,553	17,126
R2	17,381	17,381	17,094
R1	17,206	17,206	17,062	17,120
PP	17,034	17,034	17,034	16,992
S1	16,859	16,859	16,998	16,773
S2	16,687	16,687	16,967
S3	16,340	16,512	16,935
S4	15,993	16,165	16,839

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,210	16,863	347	2.0%	203	1.2%	48%	False	False	160,780
10	17,279	16,839	440	2.6%	171	1.0%	43%	False	False	158,244
20	17,279	16,839	440	2.6%	142	0.8%	43%	False	False	89,280
40	17,279	16,143	1,136	6.7%	129	0.8%	78%	False	False	44,779
60	17,279	16,143	1,136	6.7%	120	0.7%	78%	False	False	29,859
80	17,279	16,143	1,136	6.7%	105	0.6%	78%	False	False	22,397
100	17,279	16,143	1,136	6.7%	91	0.5%	78%	False	False	17,918
120	17,279	15,825	1,454	8.5%	82	0.5%	83%	False	False	14,932

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	28
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	17,872
2.618	17,564
1.618	17,375
1.000	17,258
0.618	17,186
HIGH	17,069
0.618	16,997
0.500	16,975
0.382	16,952
LOW	16,880
0.618	16,763
1.000	16,691
1.618	16,574
2.618	16,385
4.250	16,077

Fisher Pivots for day following 26-Sep-2014
Pivot	1 day	3 day
R1	17,012	17,022
PP	16,993	17,014
S1	16,975	17,006

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