mini-sized Dow ($5) Future September 2016


Trading Metrics calculated at close of trading on 31-Mar-2016
Day Change Summary
Previous Current
30-Mar-2016 31-Mar-2016 Change Change % Previous Week
Open 17,465 17,503 38 0.2% 17,371
High 17,600 17,560 -40 -0.2% 17,465
Low 17,465 17,489 24 0.1% 17,238
Close 17,532 17,510 -22 -0.1% 17,355
Range 135 71 -64 -47.4% 227
ATR 146 141 -5 -3.7% 0
Volume 99 194 95 96.0% 117
Daily Pivots for day following 31-Mar-2016
Classic Woodie Camarilla DeMark
R4 17,733 17,692 17,549
R3 17,662 17,621 17,530
R2 17,591 17,591 17,523
R1 17,550 17,550 17,517 17,571
PP 17,520 17,520 17,520 17,530
S1 17,479 17,479 17,504 17,500
S2 17,449 17,449 17,497
S3 17,378 17,408 17,491
S4 17,307 17,337 17,471
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 18,034 17,921 17,480
R3 17,807 17,694 17,418
R2 17,580 17,580 17,397
R1 17,467 17,467 17,376 17,410
PP 17,353 17,353 17,353 17,324
S1 17,240 17,240 17,334 17,183
S2 17,126 17,126 17,314
S3 16,899 17,013 17,293
S4 16,672 16,786 17,230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17,600 17,238 362 2.1% 109 0.6% 75% False False 90
10 17,600 17,110 490 2.8% 122 0.7% 82% False False 90
20 17,600 16,650 950 5.4% 122 0.7% 91% False False 60
40 17,600 15,450 2,150 12.3% 120 0.7% 96% False False 36
60 17,600 15,450 2,150 12.3% 137 0.8% 96% False False 26
80 17,600 15,450 2,150 12.3% 107 0.6% 96% False False 20
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 29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 17,862
2.618 17,746
1.618 17,675
1.000 17,631
0.618 17,604
HIGH 17,560
0.618 17,533
0.500 17,525
0.382 17,516
LOW 17,489
0.618 17,445
1.000 17,418
1.618 17,374
2.618 17,303
4.250 17,187
Fisher Pivots for day following 31-Mar-2016
Pivot 1 day 3 day
R1 17,525 17,489
PP 17,520 17,468
S1 17,515 17,447

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

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