mini-sized Dow ($5) Future September 2016


Trading Metrics calculated at close of trading on 01-Sep-2016
Day Change Summary
Previous Current
31-Aug-2016 01-Sep-2016 Change Change % Previous Week
Open 18,453 18,393 -60 -0.3% 18,544
High 18,454 18,462 8 0.0% 18,615
Low 18,324 18,286 -38 -0.2% 18,311
Close 18,395 18,395 0 0.0% 18,380
Range 130 176 46 35.4% 304
ATR 131 134 3 2.5% 0
Volume 132,594 169,678 37,084 28.0% 675,254
Daily Pivots for day following 01-Sep-2016
Classic Woodie Camarilla DeMark
R4 18,909 18,828 18,492
R3 18,733 18,652 18,444
R2 18,557 18,557 18,427
R1 18,476 18,476 18,411 18,517
PP 18,381 18,381 18,381 18,401
S1 18,300 18,300 18,379 18,341
S2 18,205 18,205 18,363
S3 18,029 18,124 18,347
S4 17,853 17,948 18,298
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 19,347 19,168 18,547
R3 19,043 18,864 18,464
R2 18,739 18,739 18,436
R1 18,560 18,560 18,408 18,498
PP 18,435 18,435 18,435 18,404
S1 18,256 18,256 18,352 18,194
S2 18,131 18,131 18,324
S3 17,827 17,952 18,297
S4 17,523 17,648 18,213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 18,554 18,286 268 1.5% 163 0.9% 41% False True 143,271
10 18,615 18,286 329 1.8% 135 0.7% 33% False True 130,986
20 18,623 18,273 350 1.9% 121 0.7% 35% False False 115,348
40 18,623 17,782 841 4.6% 130 0.7% 73% False False 120,625
60 18,623 16,961 1,662 9.0% 169 0.9% 86% False False 140,212
80 18,623 16,961 1,662 9.0% 168 0.9% 86% False False 105,415
100 18,623 16,961 1,662 9.0% 165 0.9% 86% False False 84,350
120 18,623 16,961 1,662 9.0% 161 0.9% 86% False False 70,308
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 19,210
2.618 18,923
1.618 18,747
1.000 18,638
0.618 18,571
HIGH 18,462
0.618 18,395
0.500 18,374
0.382 18,353
LOW 18,286
0.618 18,177
1.000 18,110
1.618 18,001
2.618 17,825
4.250 17,538
Fisher Pivots for day following 01-Sep-2016
Pivot 1 day 3 day
R1 18,388 18,401
PP 18,381 18,399
S1 18,374 18,397

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

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