mini-sized Dow ($5) Future September 2016

Trading Metrics calculated at close of trading on 11-Aug-2016

Day Change Summary
	Previous	Current
	10-Aug-2016	11-Aug-2016	Change	Change %	Previous Week
Open	18,470	18,450	-20	-0.1%	18,409
High	18,513	18,594	81	0.4%	18,474
Low	18,417	18,433	16	0.1%	18,170
Close	18,452	18,565	113	0.6%	18,454
Range	96	161	65	67.7%	304
ATR	145	146	1	0.8%	0
Volume	96,005	111,156	15,151	15.8%	622,889

Daily Pivots for day following 11-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,014	18,950	18,654
R3	18,853	18,789	18,609
R2	18,692	18,692	18,595
R1	18,628	18,628	18,580	18,660
PP	18,531	18,531	18,531	18,547
S1	18,467	18,467	18,550	18,499
S2	18,370	18,370	18,536
S3	18,209	18,306	18,521
S4	18,048	18,145	18,477

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,278	19,170	18,621
R3	18,974	18,866	18,538
R2	18,670	18,670	18,510
R1	18,562	18,562	18,482	18,616
PP	18,366	18,366	18,366	18,393
S1	18,258	18,258	18,426	18,312
S2	18,062	18,062	18,398
S3	17,758	17,954	18,371
S4	17,454	17,650	18,287

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,594	18,273	321	1.7%	122	0.7%	91%	True	False	100,374
10	18,594	18,170	424	2.3%	127	0.7%	93%	True	False	114,093
20	18,594	18,170	424	2.3%	125	0.7%	93%	True	False	115,729
40	18,594	16,961	1,633	8.8%	188	1.0%	98%	True	False	145,146
60	18,594	16,961	1,633	8.8%	176	0.9%	98%	True	False	110,453
80	18,594	16,961	1,633	8.8%	175	0.9%	98%	True	False	82,867
100	18,594	16,961	1,633	8.8%	167	0.9%	98%	True	False	66,313
120	18,594	16,220	2,374	12.8%	163	0.9%	99%	True	False	55,268

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	26
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	19,278
2.618	19,016
1.618	18,855
1.000	18,755
0.618	18,694
HIGH	18,594
0.618	18,533
0.500	18,514
0.382	18,495
LOW	18,433
0.618	18,334
1.000	18,272
1.618	18,173
2.618	18,012
4.250	17,749

Fisher Pivots for day following 11-Aug-2016
Pivot	1 day	3 day
R1	18,548	18,545
PP	18,531	18,525
S1	18,514	18,506

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