mini-sized Dow ($5) Future December 2016


Trading Metrics calculated at close of trading on 27-Sep-2016
Day Change Summary
Previous Current
26-Sep-2016 27-Sep-2016 Change Change % Previous Week
Open 18,172 18,011 -161 -0.9% 18,058
High 18,203 18,152 -51 -0.3% 18,366
Low 17,993 17,959 -34 -0.2% 18,004
Close 18,014 18,139 125 0.7% 18,190
Range 210 193 -17 -8.1% 362
ATR 177 178 1 0.6% 0
Volume 128,492 153,632 25,140 19.6% 657,699
Daily Pivots for day following 27-Sep-2016
Classic Woodie Camarilla DeMark
R4 18,662 18,594 18,245
R3 18,469 18,401 18,192
R2 18,276 18,276 18,175
R1 18,208 18,208 18,157 18,242
PP 18,083 18,083 18,083 18,101
S1 18,015 18,015 18,121 18,049
S2 17,890 17,890 18,104
S3 17,697 17,822 18,086
S4 17,504 17,629 18,033
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 19,273 19,093 18,389
R3 18,911 18,731 18,290
R2 18,549 18,549 18,256
R1 18,369 18,369 18,223 18,459
PP 18,187 18,187 18,187 18,232
S1 18,007 18,007 18,157 18,097
S2 17,825 17,825 18,124
S3 17,463 17,645 18,091
S4 17,101 17,283 17,991
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 18,366 17,959 407 2.2% 187 1.0% 44% False True 141,007
10 18,366 17,882 484 2.7% 181 1.0% 53% False False 151,580
20 18,468 17,822 646 3.6% 192 1.1% 49% False False 119,029
40 18,535 17,822 713 3.9% 151 0.8% 44% False False 59,592
60 18,535 17,535 1,000 5.5% 147 0.8% 60% False False 39,754
80 18,535 16,876 1,659 9.1% 157 0.9% 76% False False 29,830
100 18,535 16,876 1,659 9.1% 138 0.8% 76% False False 23,866
120 18,535 16,876 1,659 9.1% 123 0.7% 76% False False 19,889
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 35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 18,972
2.618 18,657
1.618 18,464
1.000 18,345
0.618 18,271
HIGH 18,152
0.618 18,078
0.500 18,056
0.382 18,033
LOW 17,959
0.618 17,840
1.000 17,766
1.618 17,647
2.618 17,454
4.250 17,139
Fisher Pivots for day following 27-Sep-2016
Pivot 1 day 3 day
R1 18,111 18,137
PP 18,083 18,136
S1 18,056 18,134

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

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