mini-sized Dow ($5) Future June 2016

Trading Metrics calculated at close of trading on 11-May-2016

Day Change Summary
	Previous	Current
	10-May-2016	11-May-2016	Change	Change %	Previous Week
Open	17,646	17,828	182	1.0%	17,737
High	17,864	17,850	-14	-0.1%	17,832
Low	17,605	17,656	51	0.3%	17,475
Close	17,853	17,659	-194	-1.1%	17,671
Range	259	194	-65	-25.1%	357
ATR	188	188	1	0.3%	0
Volume	142,357	138,964	-3,393	-2.4%	749,433

Daily Pivots for day following 11-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,304	18,175	17,766
R3	18,110	17,981	17,712
R2	17,916	17,916	17,695
R1	17,787	17,787	17,677	17,755
PP	17,722	17,722	17,722	17,705
S1	17,593	17,593	17,641	17,561
S2	17,528	17,528	17,624
S3	17,334	17,399	17,606
S4	17,140	17,205	17,552

Weekly Pivots for week ending 06-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,730	18,558	17,867
R3	18,373	18,201	17,769
R2	18,016	18,016	17,737
R1	17,844	17,844	17,704	17,752
PP	17,659	17,659	17,659	17,613
S1	17,487	17,487	17,638	17,395
S2	17,302	17,302	17,606
S3	16,945	17,130	17,573
S4	16,588	16,773	17,475

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,864	17,475	389	2.2%	188	1.1%	47%	False	False	138,583
10	17,987	17,475	512	2.9%	200	1.1%	36%	False	False	155,129
20	18,083	17,475	608	3.4%	180	1.0%	30%	False	False	144,406
40	18,083	17,094	989	5.6%	179	1.0%	57%	False	False	143,036
60	18,083	15,983	2,100	11.9%	192	1.1%	80%	False	False	101,605
80	18,083	15,299	2,784	15.8%	223	1.3%	85%	False	False	76,236
100	18,083	15,299	2,784	15.8%	232	1.3%	85%	False	False	61,006
120	18,083	15,299	2,784	15.8%	204	1.2%	85%	False	False	50,840

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	38
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,675
2.618	18,358
1.618	18,164
1.000	18,044
0.618	17,970
HIGH	17,850
0.618	17,776
0.500	17,753
0.382	17,730
LOW	17,656
0.618	17,536
1.000	17,462
1.618	17,342
2.618	17,148
4.250	16,832

Fisher Pivots for day following 11-May-2016
Pivot	1 day	3 day
R1	17,753	17,730
PP	17,722	17,706
S1	17,690	17,683

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