mini-sized Dow ($5) Future March 2015

Trading Metrics calculated at close of trading on 11-Mar-2015

Day Change Summary
	Previous	Current
	10-Mar-2015	11-Mar-2015	Change	Change %	Previous Week
Open	17,972	17,681	-291	-1.6%	18,144
High	17,975	17,734	-241	-1.3%	18,270
Low	17,656	17,618	-38	-0.2%	17,811
Close	17,666	17,638	-28	-0.2%	17,861
Range	319	116	-203	-63.6%	459
ATR	194	188	-6	-2.9%	0
Volume	170,578	133,731	-36,847	-21.6%	588,666

Daily Pivots for day following 11-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,011	17,941	17,702
R3	17,895	17,825	17,670
R2	17,779	17,779	17,659
R1	17,709	17,709	17,649	17,686
PP	17,663	17,663	17,663	17,652
S1	17,593	17,593	17,627	17,570
S2	17,547	17,547	17,617
S3	17,431	17,477	17,606
S4	17,315	17,361	17,574

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	19,358	19,068	18,114
R3	18,899	18,609	17,987
R2	18,440	18,440	17,945
R1	18,150	18,150	17,903	18,066
PP	17,981	17,981	17,981	17,938
S1	17,691	17,691	17,819	17,607
S2	17,522	17,522	17,777
S3	17,063	17,232	17,735
S4	16,604	16,773	17,609

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,155	17,618	537	3.0%	212	1.2%	4%	False	True	135,751
10	18,270	17,618	652	3.7%	169	1.0%	3%	False	True	117,199
20	18,270	17,618	652	3.7%	153	0.9%	3%	False	True	111,483
40	18,270	16,962	1,308	7.4%	228	1.3%	52%	False	False	155,198
60	18,270	16,962	1,308	7.4%	233	1.3%	52%	False	False	155,975
80	18,270	16,962	1,308	7.4%	206	1.2%	52%	False	False	118,135
100	18,270	15,753	2,517	14.3%	197	1.1%	75%	False	False	94,516
120	18,270	15,740	2,530	14.3%	196	1.1%	75%	False	False	78,766

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	23
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	18,227
2.618	18,038
1.618	17,922
1.000	17,850
0.618	17,806
HIGH	17,734
0.618	17,690
0.500	17,676
0.382	17,662
LOW	17,618
0.618	17,546
1.000	17,502
1.618	17,430
2.618	17,314
4.250	17,125

Fisher Pivots for day following 11-Mar-2015
Pivot	1 day	3 day
R1	17,676	17,819
PP	17,663	17,759
S1	17,651	17,698

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