mini-sized Dow ($5) Future June 2016

Trading Metrics calculated at close of trading on 24-May-2016

Day Change Summary
	Previous	Current
	23-May-2016	24-May-2016	Change	Change %	Previous Week
Open	17,504	17,469	-35	-0.2%	17,468
High	17,533	17,718	185	1.1%	17,720
Low	17,431	17,436	5	0.0%	17,297
Close	17,470	17,687	217	1.2%	17,482
Range	102	282	180	176.5%	423
ATR	195	201	6	3.2%	0
Volume	113,793	136,098	22,305	19.6%	871,845

Daily Pivots for day following 24-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,460	18,355	17,842
R3	18,178	18,073	17,765
R2	17,896	17,896	17,739
R1	17,791	17,791	17,713	17,844
PP	17,614	17,614	17,614	17,640
S1	17,509	17,509	17,661	17,562
S2	17,332	17,332	17,635
S3	17,050	17,227	17,610
S4	16,768	16,945	17,532

Weekly Pivots for week ending 20-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,769	18,548	17,715
R3	18,346	18,125	17,598
R2	17,923	17,923	17,560
R1	17,702	17,702	17,521	17,813
PP	17,500	17,500	17,500	17,555
S1	17,279	17,279	17,443	17,390
S2	17,077	17,077	17,405
S3	16,654	16,856	17,366
S4	16,231	16,433	17,249

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,718	17,297	421	2.4%	192	1.1%	93%	True	False	160,203
10	17,850	17,297	553	3.1%	215	1.2%	71%	False	False	160,713
20	18,006	17,297	709	4.0%	206	1.2%	55%	False	False	158,989
40	18,083	17,297	786	4.4%	190	1.1%	50%	False	False	150,593
60	18,083	16,339	1,744	9.9%	189	1.1%	77%	False	False	126,014
80	18,083	15,370	2,713	15.3%	209	1.2%	85%	False	False	94,573
100	18,083	15,299	2,784	15.7%	238	1.3%	86%	False	False	75,686
120	18,083	15,299	2,784	15.7%	217	1.2%	86%	False	False	63,074

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	44
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	18,917
2.618	18,456
1.618	18,174
1.000	18,000
0.618	17,892
HIGH	17,718
0.618	17,610
0.500	17,577
0.382	17,544
LOW	17,436
0.618	17,262
1.000	17,154
1.618	16,980
2.618	16,698
4.250	16,238

Fisher Pivots for day following 24-May-2016
Pivot	1 day	3 day
R1	17,650	17,645
PP	17,614	17,603
S1	17,577	17,561

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