mini-sized Dow ($5) Future December 2016

Trading Metrics calculated at close of trading on 20-Sep-2016

Day Change Summary
	Previous	Current
	19-Sep-2016	20-Sep-2016	Change	Change %	Previous Week
Open	18,058	18,058	0	0.0%	17,946
High	18,171	18,145	-26	-0.1%	18,278
Low	18,004	18,031	27	0.1%	17,822
Close	18,052	18,047	-5	0.0%	18,053
Range	167	114	-53	-31.7%	456
ATR	179	174	-5	-2.6%	0
Volume	122,943	111,843	-11,100	-9.0%	1,174,857

Daily Pivots for day following 20-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,416	18,346	18,110
R3	18,302	18,232	18,078
R2	18,188	18,188	18,068
R1	18,118	18,118	18,058	18,096
PP	18,074	18,074	18,074	18,064
S1	18,004	18,004	18,037	17,982
S2	17,960	17,960	18,026
S3	17,846	17,890	18,016
S4	17,732	17,776	17,984

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,419	19,192	18,304
R3	18,963	18,736	18,179
R2	18,507	18,507	18,137
R1	18,280	18,280	18,095	18,394
PP	18,051	18,051	18,051	18,108
S1	17,824	17,824	18,011	17,938
S2	17,595	17,595	17,970
S3	17,139	17,368	17,928
S4	16,683	16,912	17,802

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,171	17,882	289	1.6%	175	1.0%	57%	False	False	162,153
10	18,468	17,822	646	3.6%	223	1.2%	35%	False	False	167,214
20	18,521	17,822	699	3.9%	178	1.0%	32%	False	False	83,836
40	18,535	17,822	713	4.0%	144	0.8%	32%	False	False	41,975
60	18,535	16,876	1,659	9.2%	153	0.8%	71%	False	False	28,013
80	18,535	16,876	1,659	9.2%	150	0.8%	71%	False	False	21,018
100	18,535	16,876	1,659	9.2%	132	0.7%	71%	False	False	16,816
120	18,535	16,876	1,659	9.2%	119	0.7%	71%	False	False	14,014

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	41
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	18,630
2.618	18,444
1.618	18,330
1.000	18,259
0.618	18,216
HIGH	18,145
0.618	18,102
0.500	18,088
0.382	18,075
LOW	18,031
0.618	17,961
1.000	17,917
1.618	17,847
2.618	17,733
4.250	17,547

Fisher Pivots for day following 20-Sep-2016
Pivot	1 day	3 day
R1	18,088	18,077
PP	18,074	18,067
S1	18,061	18,057

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