mini-sized Dow ($5) Future September 2016

Trading Metrics calculated at close of trading on 15-Sep-2016

Day Change Summary
	Previous	Current
	14-Sep-2016	15-Sep-2016	Change	Change %	Previous Week
Open	18,108	18,017	-91	-0.5%	18,489
High	18,160	18,252	92	0.5%	18,548
Low	17,988	17,962	-26	-0.1%	18,016
Close	18,000	18,200	200	1.1%	18,041
Range	172	290	118	68.6%	532
ATR	181	189	8	4.3%	0
Volume	45,823	26,695	-19,128	-41.7%	557,576

Daily Pivots for day following 15-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,008	18,894	18,360
R3	18,718	18,604	18,280
R2	18,428	18,428	18,253
R1	18,314	18,314	18,227	18,371
PP	18,138	18,138	18,138	18,167
S1	18,024	18,024	18,174	18,081
S2	17,848	17,848	18,147
S3	17,558	17,734	18,120
S4	17,268	17,444	18,041

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,798	19,451	18,334
R3	19,266	18,919	18,187
R2	18,734	18,734	18,139
R1	18,387	18,387	18,090	18,295
PP	18,202	18,202	18,202	18,155
S1	17,855	17,855	17,992	17,763
S2	17,670	17,670	17,944
S3	17,138	17,323	17,895
S4	16,606	16,791	17,749

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,462	17,897	565	3.1%	329	1.8%	54%	False	False	87,993
10	18,548	17,897	651	3.6%	227	1.2%	47%	False	False	114,703
20	18,615	17,897	718	3.9%	176	1.0%	42%	False	False	118,982
40	18,623	17,897	726	4.0%	149	0.8%	42%	False	False	116,165
60	18,623	16,961	1,662	9.1%	178	1.0%	75%	False	False	132,170
80	18,623	16,961	1,662	9.1%	173	0.9%	75%	False	False	117,600
100	18,623	16,961	1,662	9.1%	173	1.0%	75%	False	False	94,116
120	18,623	16,961	1,662	9.1%	169	0.9%	75%	False	False	78,447

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	44
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	19,485
2.618	19,011
1.618	18,721
1.000	18,542
0.618	18,431
HIGH	18,252
0.618	18,141
0.500	18,107
0.382	18,073
LOW	17,962
0.618	17,783
1.000	17,672
1.618	17,493
2.618	17,203
4.250	16,730

Fisher Pivots for day following 15-Sep-2016
Pivot	1 day	3 day
R1	18,169	18,178
PP	18,138	18,157
S1	18,107	18,135

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