mini-sized Dow ($5) Future September 2016

Trading Metrics calculated at close of trading on 29-Jul-2016

Day Change Summary
	Previous	Current
	28-Jul-2016	29-Jul-2016	Change	Change %	Previous Week
Open	18,410	18,378	-32	-0.2%	18,488
High	18,454	18,404	-50	-0.3%	18,527
Low	18,293	18,296	3	0.0%	18,293
Close	18,376	18,362	-14	-0.1%	18,362
Range	161	108	-53	-32.9%	234
ATR	170	165	-4	-2.6%	0
Volume	131,774	138,941	7,167	5.4%	658,124

Daily Pivots for day following 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,678	18,628	18,422
R3	18,570	18,520	18,392
R2	18,462	18,462	18,382
R1	18,412	18,412	18,372	18,383
PP	18,354	18,354	18,354	18,340
S1	18,304	18,304	18,352	18,275
S2	18,246	18,246	18,342
S3	18,138	18,196	18,332
S4	18,030	18,088	18,303

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,096	18,963	18,491
R3	18,862	18,729	18,426
R2	18,628	18,628	18,405
R1	18,495	18,495	18,384	18,445
PP	18,394	18,394	18,394	18,369
S1	18,261	18,261	18,341	18,211
S2	18,160	18,160	18,319
S3	17,926	18,027	18,298
S4	17,692	17,793	18,233

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,527	18,293	234	1.3%	135	0.7%	29%	False	False	131,624
10	18,565	18,293	272	1.5%	119	0.6%	25%	False	False	118,354
20	18,565	17,618	947	5.2%	150	0.8%	79%	False	False	129,918
40	18,565	16,961	1,604	8.7%	191	1.0%	87%	False	False	140,432
60	18,565	16,961	1,604	8.7%	185	1.0%	87%	False	False	93,776
80	18,565	16,961	1,604	8.7%	179	1.0%	87%	False	False	70,358
100	18,565	16,670	1,895	10.3%	169	0.9%	89%	False	False	56,300
120	18,565	15,450	3,115	17.0%	160	0.9%	93%	False	False	46,919

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	30
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	18,863
2.618	18,687
1.618	18,579
1.000	18,512
0.618	18,471
HIGH	18,404
0.618	18,363
0.500	18,350
0.382	18,337
LOW	18,296
0.618	18,229
1.000	18,188
1.618	18,121
2.618	18,013
4.250	17,837

Fisher Pivots for day following 29-Jul-2016
Pivot	1 day	3 day
R1	18,358	18,382
PP	18,354	18,375
S1	18,350	18,369

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