mini-sized Dow ($5) Future September 2021

Trading Metrics calculated at close of trading on 15-Sep-2021

Day Change Summary
	Previous	Current
	14-Sep-2021	15-Sep-2021	Change	Change %	Previous Week
Open	34,916	34,596	-320	-0.9%	35,352
High	35,021	34,885	-136	-0.4%	35,476
Low	34,507	34,499	-8	0.0%	34,598
Close	34,583	34,819	236	0.7%	34,607
Range	514	386	-128	-24.9%	878
ATR	353	355	2	0.7%	0
Volume	110,526	83,068	-27,458	-24.8%	752,123

Daily Pivots for day following 15-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	35,892	35,742	35,031
R3	35,506	35,356	34,925
R2	35,120	35,120	34,890
R1	34,970	34,970	34,855	35,045
PP	34,734	34,734	34,734	34,772
S1	34,584	34,584	34,784	34,659
S2	34,348	34,348	34,748
S3	33,962	34,198	34,713
S4	33,576	33,812	34,607

Weekly Pivots for week ending 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	37,528	36,945	35,090
R3	36,650	36,067	34,849
R2	35,772	35,772	34,768
R1	35,189	35,189	34,688	35,042
PP	34,894	34,894	34,894	34,820
S1	34,311	34,311	34,527	34,164
S2	34,016	34,016	34,446
S3	33,138	33,433	34,366
S4	32,260	32,555	34,124

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	35,192	34,499	693	2.0%	469	1.3%	46%	False	True	138,544
10	35,504	34,499	1,005	2.9%	379	1.1%	32%	False	True	149,312
20	35,504	34,494	1,010	2.9%	347	1.0%	32%	False	False	145,579
40	35,547	34,361	1,186	3.4%	321	0.9%	39%	False	False	138,891
60	35,547	33,623	1,924	5.5%	344	1.0%	62%	False	False	142,263
80	35,547	32,902	2,645	7.6%	345	1.0%	72%	False	False	122,321
100	35,547	32,902	2,645	7.6%	358	1.0%	72%	False	False	97,909
120	35,547	32,388	3,159	9.1%	345	1.0%	77%	False	False	81,605

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	116
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	36,526
2.618	35,896
1.618	35,510
1.000	35,271
0.618	35,124
HIGH	34,885
0.618	34,738
0.500	34,692
0.382	34,647
LOW	34,499
0.618	34,261
1.000	34,113
1.618	33,875
2.618	33,489
4.250	32,859

Fisher Pivots for day following 15-Sep-2021
Pivot	1 day	3 day
R1	34,777	34,815
PP	34,734	34,810
S1	34,692	34,806

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