mini-sized Dow ($5) Future December 2016

Trading Metrics calculated at close of trading on 12-Dec-2016

Day Change Summary
	Previous	Current
	09-Dec-2016	12-Dec-2016	Change	Change %	Previous Week
Open	19,615	19,773	158	0.8%	19,110
High	19,783	19,876	93	0.5%	19,783
Low	19,611	19,751	140	0.7%	19,083
Close	19,769	19,781	12	0.1%	19,769
Range	172	125	-47	-27.3%	700
ATR	162	159	-3	-1.6%	0
Volume	71,100	68,749	-2,351	-3.3%	673,289

Daily Pivots for day following 12-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,178	20,104	19,850
R3	20,053	19,979	19,816
R2	19,928	19,928	19,804
R1	19,854	19,854	19,793	19,891
PP	19,803	19,803	19,803	19,821
S1	19,729	19,729	19,770	19,766
S2	19,678	19,678	19,758
S3	19,553	19,604	19,747
S4	19,428	19,479	19,712

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	21,645	21,407	20,154
R3	20,945	20,707	19,962
R2	20,245	20,245	19,897
R1	20,007	20,007	19,833	20,126
PP	19,545	19,545	19,545	19,605
S1	19,307	19,307	19,705	19,426
S2	18,845	18,845	19,641
S3	18,145	18,607	19,577
S4	17,445	17,907	19,384

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	19,876	19,176	700	3.5%	176	0.9%	86%	True	False	120,065
10	19,876	19,059	817	4.1%	141	0.7%	88%	True	False	134,605
20	19,876	18,756	1,120	5.7%	121	0.6%	92%	True	False	131,439
40	19,876	17,418	2,458	12.4%	167	0.8%	96%	True	False	165,607
60	19,876	17,418	2,458	12.4%	174	0.9%	96%	True	False	161,118
80	19,876	17,418	2,458	12.4%	174	0.9%	96%	True	False	138,868
100	19,876	17,418	2,458	12.4%	161	0.8%	96%	True	False	111,114
120	19,876	16,876	3,000	15.2%	169	0.9%	97%	True	False	92,611

Crabel Price Patterns
NR	True
NR4	True
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	21
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	20,407
2.618	20,203
1.618	20,078
1.000	20,001
0.618	19,953
HIGH	19,876
0.618	19,828
0.500	19,814
0.382	19,799
LOW	19,751
0.618	19,674
1.000	19,626
1.618	19,549
2.618	19,424
4.250	19,220

Fisher Pivots for day following 12-Dec-2016
Pivot	1 day	3 day
R1	19,814	19,749
PP	19,803	19,717
S1	19,792	19,685

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