mini-sized Dow ($5) Future December 2016

Trading Metrics calculated at close of trading on 09-Nov-2016

Day Change Summary
	Previous	Current
	08-Nov-2016	09-Nov-2016	Change	Change %	Previous Week
Open	18,188	18,304	116	0.6%	18,065
High	18,345	18,590	245	1.3%	18,147
Low	18,129	17,418	-711	-3.9%	17,799
Close	18,285	18,532	247	1.4%	17,805
Range	216	1,172	956	442.6%	348
ATR	178	249	71	39.8%	0
Volume	162,218	651,872	489,654	301.8%	913,743

Daily Pivots for day following 09-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	21,696	21,286	19,177
R3	20,524	20,114	18,854
R2	19,352	19,352	18,747
R1	18,942	18,942	18,640	19,147
PP	18,180	18,180	18,180	18,283
S1	17,770	17,770	18,425	17,975
S2	17,008	17,008	18,317
S3	15,836	16,598	18,210
S4	14,664	15,426	17,888

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,961	18,731	17,997
R3	18,613	18,383	17,901
R2	18,265	18,265	17,869
R1	18,035	18,035	17,837	17,976
PP	17,917	17,917	17,917	17,888
S1	17,687	17,687	17,773	17,628
S2	17,569	17,569	17,741
S3	17,221	17,339	17,709
S4	16,873	16,991	17,614

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,590	17,418	1,172	6.3%	366	2.0%	95%	True	True	267,526
10	18,590	17,418	1,172	6.3%	263	1.4%	95%	True	True	236,039
20	18,590	17,418	1,172	6.3%	206	1.1%	95%	True	True	190,345
40	18,590	17,418	1,172	6.3%	199	1.1%	95%	True	True	171,582
60	18,590	17,418	1,172	6.3%	187	1.0%	95%	True	True	132,275
80	18,590	17,418	1,172	6.3%	168	0.9%	95%	True	True	99,231
100	18,590	16,876	1,714	9.2%	176	0.9%	97%	True	False	79,403
120	18,590	16,876	1,714	9.2%	163	0.9%	97%	True	False	66,172

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	69
Widest range in 179 trading days

Fibonacci Retracements and Extensions
4.250	23,571
2.618	21,658
1.618	20,486
1.000	19,762
0.618	19,314
HIGH	18,590
0.618	18,142
0.500	18,004
0.382	17,866
LOW	17,418
0.618	16,694
1.000	16,246
1.618	15,522
2.618	14,350
4.250	12,437

Fisher Pivots for day following 09-Nov-2016
Pivot	1 day	3 day
R1	18,356	18,356
PP	18,180	18,180
S1	18,004	18,004

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