mini-sized Dow ($5) Future June 2016


Trading Metrics calculated at close of trading on 14-Mar-2016
Day Change Summary
Previous Current
11-Mar-2016 14-Mar-2016 Change Change % Previous Week
Open 16,909 17,092 183 1.1% 16,865
High 17,130 17,183 53 0.3% 17,130
Low 16,890 17,056 166 1.0% 16,722
Close 17,091 17,128 37 0.2% 17,091
Range 240 127 -113 -47.1% 408
ATR 248 239 -9 -3.5% 0
Volume 120,835 89,902 -30,933 -25.6% 174,235
Daily Pivots for day following 14-Mar-2016
Classic Woodie Camarilla DeMark
R4 17,503 17,443 17,198
R3 17,376 17,316 17,163
R2 17,249 17,249 17,151
R1 17,189 17,189 17,140 17,219
PP 17,122 17,122 17,122 17,138
S1 17,062 17,062 17,116 17,092
S2 16,995 16,995 17,105
S3 16,868 16,935 17,093
S4 16,741 16,808 17,058
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 18,205 18,056 17,316
R3 17,797 17,648 17,203
R2 17,389 17,389 17,166
R1 17,240 17,240 17,129 17,315
PP 16,981 16,981 16,981 17,018
S1 16,832 16,832 17,054 16,907
S2 16,573 16,573 17,016
S3 16,165 16,424 16,979
S4 15,757 16,016 16,867
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17,183 16,722 461 2.7% 205 1.2% 88% True False 52,065
10 17,183 16,339 844 4.9% 206 1.2% 93% True False 26,729
20 17,183 15,900 1,283 7.5% 223 1.3% 96% True False 13,559
40 17,183 15,299 1,884 11.0% 274 1.6% 97% True False 6,842
60 17,573 15,299 2,274 13.3% 268 1.6% 80% False False 4,588
80 17,704 15,299 2,405 14.0% 215 1.3% 76% False False 3,442
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 57
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 17,723
2.618 17,516
1.618 17,389
1.000 17,310
0.618 17,262
HIGH 17,183
0.618 17,135
0.500 17,120
0.382 17,105
LOW 17,056
0.618 16,978
1.000 16,929
1.618 16,851
2.618 16,724
4.250 16,516
Fisher Pivots for day following 14-Mar-2016
Pivot 1 day 3 day
R1 17,125 17,070
PP 17,122 17,011
S1 17,120 16,953

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

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