mini-sized Dow ($5) Future September 2016


Trading Metrics calculated at close of trading on 27-Jun-2016
Day Change Summary
Previous Current
24-Jun-2016 27-Jun-2016 Change Change % Previous Week
Open 17,986 17,185 -801 -4.5% 17,639
High 18,025 17,276 -749 -4.2% 18,025
Low 17,182 16,961 -221 -1.3% 17,182
Close 17,247 16,985 -262 -1.5% 17,247
Range 843 315 -528 -62.6% 843
ATR 224 231 6 2.9% 0
Volume 440,328 296,661 -143,667 -32.6% 987,177
Daily Pivots for day following 27-Jun-2016
Classic Woodie Camarilla DeMark
R4 18,019 17,817 17,158
R3 17,704 17,502 17,072
R2 17,389 17,389 17,043
R1 17,187 17,187 17,014 17,131
PP 17,074 17,074 17,074 17,046
S1 16,872 16,872 16,956 16,816
S2 16,759 16,759 16,927
S3 16,444 16,557 16,899
S4 16,129 16,242 16,812
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 20,014 19,473 17,711
R3 19,171 18,630 17,479
R2 18,328 18,328 17,402
R1 17,787 17,787 17,324 17,636
PP 17,485 17,485 17,485 17,409
S1 16,944 16,944 17,170 16,793
S2 16,642 16,642 17,093
S3 15,799 16,101 17,015
S4 14,956 15,258 16,783
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 18,025 16,961 1,064 6.3% 327 1.9% 2% False True 227,685
10 18,025 16,961 1,064 6.3% 264 1.6% 2% False True 206,643
20 18,025 16,961 1,064 6.3% 205 1.2% 2% False True 124,267
40 18,025 16,961 1,064 6.3% 189 1.1% 2% False True 62,342
60 18,025 16,961 1,064 6.3% 177 1.0% 2% False True 41,593
80 18,025 16,670 1,355 8.0% 164 1.0% 23% False False 31,210
100 18,025 15,450 2,575 15.2% 154 0.9% 60% False False 24,970
120 18,025 15,450 2,575 15.2% 158 0.9% 60% False False 20,810
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 18,615
2.618 18,101
1.618 17,786
1.000 17,591
0.618 17,471
HIGH 17,276
0.618 17,156
0.500 17,119
0.382 17,081
LOW 16,961
0.618 16,766
1.000 16,646
1.618 16,451
2.618 16,136
4.250 15,622
Fisher Pivots for day following 27-Jun-2016
Pivot 1 day 3 day
R1 17,119 17,493
PP 17,074 17,324
S1 17,030 17,154

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

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