mini-sized Dow ($5) Future December 2014

Trading Metrics calculated at close of trading on 17-Nov-2014

Day Change Summary
	Previous	Current
	14-Nov-2014	17-Nov-2014	Change	Change %	Previous Week
Open	17,592	17,607	15	0.1%	17,499
High	17,639	17,641	2	0.0%	17,661
Low	17,577	17,511	-66	-0.4%	17,472
Close	17,604	17,617	13	0.1%	17,604
Range	62	130	68	109.7%	189
ATR	170	167	-3	-1.7%	0
Volume	92,898	98,261	5,363	5.8%	482,727

Daily Pivots for day following 17-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,980	17,928	17,689
R3	17,850	17,798	17,653
R2	17,720	17,720	17,641
R1	17,668	17,668	17,629	17,694
PP	17,590	17,590	17,590	17,603
S1	17,538	17,538	17,605	17,564
S2	17,460	17,460	17,593
S3	17,330	17,408	17,581
S4	17,200	17,278	17,546

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	18,146	18,064	17,708
R3	17,957	17,875	17,656
R2	17,768	17,768	17,639
R1	17,686	17,686	17,621	17,727
PP	17,579	17,579	17,579	17,600
S1	17,497	17,497	17,587	17,538
S2	17,390	17,390	17,569
S3	17,201	17,308	17,552
S4	17,012	17,119	17,500

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,661	17,483	178	1.0%	97	0.5%	75%	False	False	100,289
10	17,661	17,208	453	2.6%	110	0.6%	90%	False	False	111,285
20	17,661	16,209	1,452	8.2%	167	0.9%	97%	False	False	138,385
40	17,661	15,769	1,892	10.7%	218	1.2%	98%	False	False	191,541
60	17,661	15,769	1,892	10.7%	184	1.0%	98%	False	False	146,559
80	17,661	15,769	1,892	10.7%	170	1.0%	98%	False	False	109,961
100	17,661	15,769	1,892	10.7%	154	0.9%	98%	False	False	87,972
120	17,661	15,769	1,892	10.7%	136	0.8%	98%	False	False	73,311

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	30
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	18,194
2.618	17,981
1.618	17,851
1.000	17,771
0.618	17,721
HIGH	17,641
0.618	17,591
0.500	17,576
0.382	17,561
LOW	17,511
0.618	17,431
1.000	17,381
1.618	17,301
2.618	17,171
4.250	16,959

Fisher Pivots for day following 17-Nov-2014
Pivot	1 day	3 day
R1	17,603	17,607
PP	17,590	17,596
S1	17,576	17,586

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