mini-sized Dow ($5) Future December 2016


Trading Metrics calculated at close of trading on 20-Jun-2016
Day Change Summary
Previous Current
17-Jun-2016 20-Jun-2016 Change Change % Previous Week
Open 17,570 17,600 30 0.2% 17,632
High 17,570 17,745 175 1.0% 17,632
Low 17,417 17,600 183 1.1% 17,300
Close 17,461 17,620 159 0.9% 17,461
Range 153 145 -8 -5.2% 332
ATR 118 130 12 10.0% 0
Volume 36 45 9 25.0% 130
Daily Pivots for day following 20-Jun-2016
Classic Woodie Camarilla DeMark
R4 18,090 18,000 17,700
R3 17,945 17,855 17,660
R2 17,800 17,800 17,647
R1 17,710 17,710 17,633 17,755
PP 17,655 17,655 17,655 17,678
S1 17,565 17,565 17,607 17,610
S2 17,510 17,510 17,594
S3 17,365 17,420 17,580
S4 17,220 17,275 17,540
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 18,460 18,293 17,644
R3 18,128 17,961 17,552
R2 17,796 17,796 17,522
R1 17,629 17,629 17,492 17,547
PP 17,464 17,464 17,464 17,423
S1 17,297 17,297 17,431 17,215
S2 17,132 17,132 17,400
S3 16,800 16,965 17,370
S4 16,468 16,633 17,279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17,745 17,300 445 2.5% 150 0.9% 72% True False 29
10 17,824 17,300 524 3.0% 119 0.7% 61% False False 26
20 17,824 17,300 524 3.0% 98 0.6% 61% False False 19
40 17,835 17,200 635 3.6% 75 0.4% 66% False False 14
60 17,884 17,200 684 3.9% 66 0.4% 61% False False 10
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 16
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 18,361
2.618 18,125
1.618 17,980
1.000 17,890
0.618 17,835
HIGH 17,745
0.618 17,690
0.500 17,673
0.382 17,656
LOW 17,600
0.618 17,511
1.000 17,455
1.618 17,366
2.618 17,221
4.250 16,984
Fisher Pivots for day following 20-Jun-2016
Pivot 1 day 3 day
R1 17,673 17,588
PP 17,655 17,555
S1 17,638 17,523

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

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