mini-sized Dow ($5) Future December 2015


Trading Metrics calculated at close of trading on 11-Sep-2015
Day Change Summary
Previous Current
10-Sep-2015 11-Sep-2015 Change Change % Previous Week
Open 16,195 16,209 14 0.1% 16,014
High 16,360 16,353 -7 0.0% 16,596
Low 16,055 16,112 57 0.4% 15,958
Close 16,205 16,337 132 0.8% 16,337
Range 305 241 -64 -21.0% 638
ATR 350 342 -8 -2.2% 0
Volume 47,182 113,804 66,622 141.2% 179,940
Daily Pivots for day following 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 16,990 16,905 16,470
R3 16,749 16,664 16,403
R2 16,508 16,508 16,381
R1 16,423 16,423 16,359 16,466
PP 16,267 16,267 16,267 16,289
S1 16,182 16,182 16,315 16,225
S2 16,026 16,026 16,293
S3 15,785 15,941 16,271
S4 15,544 15,700 16,205
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 18,211 17,912 16,688
R3 17,573 17,274 16,513
R2 16,935 16,935 16,454
R1 16,636 16,636 16,396 16,786
PP 16,297 16,297 16,297 16,372
S1 15,998 15,998 16,279 16,148
S2 15,659 15,659 16,220
S3 15,021 15,360 16,162
S4 14,383 14,722 15,986
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,596 15,917 679 4.2% 365 2.2% 62% False False 36,398
10 16,596 15,868 728 4.5% 332 2.0% 64% False False 18,888
20 17,443 15,256 2,187 13.4% 391 2.4% 49% False False 9,794
40 17,951 15,256 2,695 16.5% 277 1.7% 40% False False 4,926
60 18,002 15,256 2,746 16.8% 233 1.4% 39% False False 3,297
80 18,093 15,256 2,837 17.4% 188 1.2% 38% False False 2,474
100 18,149 15,256 2,893 17.7% 155 0.9% 37% False False 1,980
120 18,149 15,256 2,893 17.7% 131 0.8% 37% False False 1,650
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 68
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 17,377
2.618 16,984
1.618 16,743
1.000 16,594
0.618 16,502
HIGH 16,353
0.618 16,261
0.500 16,233
0.382 16,204
LOW 16,112
0.618 15,963
1.000 15,871
1.618 15,722
2.618 15,481
4.250 15,088
Fisher Pivots for day following 11-Sep-2015
Pivot 1 day 3 day
R1 16,302 16,333
PP 16,267 16,329
S1 16,233 16,326

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

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