mini-sized Dow ($5) Future December 2016

Trading Metrics calculated at close of trading on 11-Nov-2016

Day Change Summary
	Previous	Current
	10-Nov-2016	11-Nov-2016	Change	Change %	Previous Week
Open	18,533	18,765	232	1.3%	18,000
High	18,821	18,833	12	0.1%	18,833
Low	18,492	18,682	190	1.0%	17,418
Close	18,786	18,787	1	0.0%	18,787
Range	329	151	-178	-54.1%	1,415
ATR	255	248	-7	-2.9%	0
Volume	339,145	205,161	-133,984	-39.5%	1,530,423

Daily Pivots for day following 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,220	19,155	18,870
R3	19,069	19,004	18,829
R2	18,918	18,918	18,815
R1	18,853	18,853	18,801	18,886
PP	18,767	18,767	18,767	18,784
S1	18,702	18,702	18,773	18,735
S2	18,616	18,616	18,759
S3	18,465	18,551	18,746
S4	18,314	18,400	18,704

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	22,591	22,104	19,565
R3	21,176	20,689	19,176
R2	19,761	19,761	19,047
R1	19,274	19,274	18,917	19,518
PP	18,346	18,346	18,346	18,468
S1	17,859	17,859	18,657	18,103
S2	16,931	16,931	18,528
S3	15,516	16,444	18,398
S4	14,101	15,029	18,009

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,833	17,418	1,415	7.5%	419	2.2%	97%	True	False	306,084
10	18,833	17,418	1,415	7.5%	283	1.5%	97%	True	False	244,416
20	18,833	17,418	1,415	7.5%	212	1.1%	97%	True	False	199,776
40	18,833	17,418	1,415	7.5%	201	1.1%	97%	True	False	175,958
60	18,833	17,418	1,415	7.5%	192	1.0%	97%	True	False	141,344
80	18,833	17,418	1,415	7.5%	171	0.9%	97%	True	False	106,032
100	18,833	16,876	1,957	10.4%	179	1.0%	98%	True	False	84,846
120	18,833	16,876	1,957	10.4%	166	0.9%	98%	True	False	70,708

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	66
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	19,475
2.618	19,228
1.618	19,077
1.000	18,984
0.618	18,926
HIGH	18,833
0.618	18,775
0.500	18,758
0.382	18,740
LOW	18,682
0.618	18,589
1.000	18,531
1.618	18,438
2.618	18,287
4.250	18,040

Fisher Pivots for day following 11-Nov-2016
Pivot	1 day	3 day
R1	18,777	18,567
PP	18,767	18,346
S1	18,758	18,126

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