mini-sized Dow ($5) Future September 2016

Trading Metrics calculated at close of trading on 07-Jul-2016

Day Change Summary
	Previous	Current
	06-Jul-2016	07-Jul-2016	Change	Change %	Previous Week
Open	17,772	17,825	53	0.3%	17,185
High	17,838	17,895	57	0.3%	17,903
Low	17,618	17,726	108	0.6%	16,961
Close	17,834	17,818	-16	-0.1%	17,866
Range	220	169	-51	-23.2%	942
ATR	243	238	-5	-2.2%	0
Volume	179,302	134,784	-44,518	-24.8%	947,058

Daily Pivots for day following 07-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,320	18,238	17,911
R3	18,151	18,069	17,865
R2	17,982	17,982	17,849
R1	17,900	17,900	17,834	17,857
PP	17,813	17,813	17,813	17,791
S1	17,731	17,731	17,803	17,688
S2	17,644	17,644	17,787
S3	17,475	17,562	17,772
S4	17,306	17,393	17,725

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,403	20,076	18,384
R3	19,461	19,134	18,125
R2	18,519	18,519	18,039
R1	18,192	18,192	17,952	18,356
PP	17,577	17,577	17,577	17,658
S1	17,250	17,250	17,780	17,414
S2	16,635	16,635	17,693
S3	15,693	16,308	17,607
S4	14,751	15,366	17,348

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,924	17,557	367	2.1%	207	1.2%	71%	False	False	150,700
10	18,025	16,961	1,064	6.0%	319	1.8%	81%	False	False	199,826
20	18,025	16,961	1,064	6.0%	245	1.4%	81%	False	False	179,386
40	18,025	16,961	1,064	6.0%	206	1.2%	81%	False	False	90,205
60	18,025	16,961	1,064	6.0%	188	1.1%	81%	False	False	60,166
80	18,025	16,961	1,064	6.0%	176	1.0%	81%	False	False	45,149
100	18,025	15,858	2,167	12.2%	168	0.9%	90%	False	False	36,123
120	18,025	15,450	2,575	14.5%	162	0.9%	92%	False	False	30,104

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	50
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	18,613
2.618	18,338
1.618	18,169
1.000	18,064
0.618	18,000
HIGH	17,895
0.618	17,831
0.500	17,811
0.382	17,791
LOW	17,726
0.618	17,622
1.000	17,557
1.618	17,453
2.618	17,284
4.250	17,008

Fisher Pivots for day following 07-Jul-2016
Pivot	1 day	3 day
R1	17,816	17,802
PP	17,813	17,787
S1	17,811	17,771

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