mini-sized Dow ($5) Future September 2016

Trading Metrics calculated at close of trading on 02-Sep-2016

Day Change Summary
	Previous	Current
	01-Sep-2016	02-Sep-2016	Change	Change %	Previous Week
Open	18,393	18,395	2	0.0%	18,380
High	18,462	18,539	77	0.4%	18,539
Low	18,286	18,378	92	0.5%	18,286
Close	18,395	18,480	85	0.5%	18,480
Range	176	161	-15	-8.5%	253
ATR	134	136	2	1.4%	0
Volume	169,678	158,496	-11,182	-6.6%	680,888

Daily Pivots for day following 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,949	18,875	18,569
R3	18,788	18,714	18,524
R2	18,627	18,627	18,510
R1	18,553	18,553	18,495	18,590
PP	18,466	18,466	18,466	18,484
S1	18,392	18,392	18,465	18,429
S2	18,305	18,305	18,451
S3	18,144	18,231	18,436
S4	17,983	18,070	18,392

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,194	19,090	18,619
R3	18,941	18,837	18,550
R2	18,688	18,688	18,527
R1	18,584	18,584	18,503	18,636
PP	18,435	18,435	18,435	18,461
S1	18,331	18,331	18,457	18,383
S2	18,182	18,182	18,434
S3	17,929	18,078	18,411
S4	17,676	17,825	18,341

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,539	18,286	253	1.4%	147	0.8%	77%	True	False	136,177
10	18,615	18,286	329	1.8%	140	0.8%	59%	False	False	135,614
20	18,623	18,286	337	1.8%	119	0.6%	58%	False	False	117,134
40	18,623	18,033	590	3.2%	127	0.7%	76%	False	False	120,423
60	18,623	16,961	1,662	9.0%	170	0.9%	91%	False	False	142,407
80	18,623	16,961	1,662	9.0%	168	0.9%	91%	False	False	107,395
100	18,623	16,961	1,662	9.0%	165	0.9%	91%	False	False	85,934
120	18,623	16,961	1,662	9.0%	162	0.9%	91%	False	False	71,628

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	29
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	19,223
2.618	18,961
1.618	18,800
1.000	18,700
0.618	18,639
HIGH	18,539
0.618	18,478
0.500	18,459
0.382	18,440
LOW	18,378
0.618	18,279
1.000	18,217
1.618	18,118
2.618	17,957
4.250	17,694

Fisher Pivots for day following 02-Sep-2016
Pivot	1 day	3 day
R1	18,473	18,458
PP	18,466	18,435
S1	18,459	18,413

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