mini-sized Dow ($5) Future December 2016


Trading Metrics calculated at close of trading on 13-Sep-2016
Day Change Summary
Previous Current
12-Sep-2016 13-Sep-2016 Change Change % Previous Week
Open 17,946 18,222 276 1.5% 18,419
High 18,278 18,235 -43 -0.2% 18,468
Low 17,822 17,948 126 0.7% 17,943
Close 18,246 18,009 -237 -1.3% 17,967
Range 456 287 -169 -37.1% 525
ATR 166 175 9 5.7% 0
Volume 312,986 285,892 -27,094 -8.7% 264,289
Daily Pivots for day following 13-Sep-2016
Classic Woodie Camarilla DeMark
R4 18,925 18,754 18,167
R3 18,638 18,467 18,088
R2 18,351 18,351 18,062
R1 18,180 18,180 18,035 18,122
PP 18,064 18,064 18,064 18,035
S1 17,893 17,893 17,983 17,835
S2 17,777 17,777 17,957
S3 17,490 17,606 17,930
S4 17,203 17,319 17,851
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 19,701 19,359 18,256
R3 19,176 18,834 18,112
R2 18,651 18,651 18,063
R1 18,309 18,309 18,015 18,218
PP 18,126 18,126 18,126 18,080
S1 17,784 17,784 17,919 17,693
S2 17,601 17,601 17,871
S3 17,076 17,259 17,823
S4 16,551 16,734 17,678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 18,468 17,822 646 3.6% 272 1.5% 29% False False 172,276
10 18,468 17,822 646 3.6% 202 1.1% 29% False False 86,479
20 18,521 17,822 699 3.9% 158 0.9% 27% False False 43,331
40 18,535 17,822 713 4.0% 135 0.7% 26% False False 21,712
60 18,535 16,876 1,659 9.2% 160 0.9% 68% False False 14,506
80 18,535 16,876 1,659 9.2% 143 0.8% 68% False False 10,884
100 18,535 16,876 1,659 9.2% 124 0.7% 68% False False 8,709
120 18,535 16,876 1,659 9.2% 112 0.6% 68% False False 7,258
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 19,455
2.618 18,986
1.618 18,699
1.000 18,522
0.618 18,412
HIGH 18,235
0.618 18,125
0.500 18,092
0.382 18,058
LOW 17,948
0.618 17,771
1.000 17,661
1.618 17,484
2.618 17,197
4.250 16,728
Fisher Pivots for day following 13-Sep-2016
Pivot 1 day 3 day
R1 18,092 18,103
PP 18,064 18,071
S1 18,037 18,040

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

View Archives - Comment on this page... - Back to Index of Symbols