mini-sized Dow ($5) Future June 2014


Trading Metrics calculated at close of trading on 27-May-2014
Day Change Summary
Previous Current
23-May-2014 27-May-2014 Change Change % Previous Week
Open 16,525 16,593 68 0.4% 16,466
High 16,593 16,666 73 0.4% 16,593
Low 16,522 16,589 67 0.4% 16,310
Close 16,586 16,654 68 0.4% 16,586
Range 71 77 6 8.5% 283
ATR 139 135 -4 -3.0% 0
Volume 73,944 93,974 20,030 27.1% 569,244
Daily Pivots for day following 27-May-2014
Classic Woodie Camarilla DeMark
R4 16,867 16,838 16,696
R3 16,790 16,761 16,675
R2 16,713 16,713 16,668
R1 16,684 16,684 16,661 16,699
PP 16,636 16,636 16,636 16,644
S1 16,607 16,607 16,647 16,622
S2 16,559 16,559 16,640
S3 16,482 16,530 16,633
S4 16,405 16,453 16,612
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 17,345 17,249 16,742
R3 17,062 16,966 16,664
R2 16,779 16,779 16,638
R1 16,683 16,683 16,612 16,731
PP 16,496 16,496 16,496 16,521
S1 16,400 16,400 16,560 16,448
S2 16,213 16,213 16,534
S3 15,930 16,117 16,508
S4 15,647 15,834 16,430
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,666 16,310 356 2.1% 126 0.8% 97% True False 112,413
10 16,694 16,310 384 2.3% 127 0.8% 90% False False 121,492
20 16,694 16,305 389 2.3% 127 0.8% 90% False False 131,453
40 16,694 15,881 813 4.9% 145 0.9% 95% False False 146,464
60 16,694 15,881 813 4.9% 154 0.9% 95% False False 131,817
80 16,694 15,216 1,478 8.9% 155 0.9% 97% False False 98,896
100 16,694 15,216 1,478 8.9% 151 0.9% 97% False False 79,122
120 16,694 15,216 1,478 8.9% 135 0.8% 97% False False 65,937
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 16,993
2.618 16,868
1.618 16,791
1.000 16,743
0.618 16,714
HIGH 16,666
0.618 16,637
0.500 16,628
0.382 16,619
LOW 16,589
0.618 16,542
1.000 16,512
1.618 16,465
2.618 16,388
4.250 16,262
Fisher Pivots for day following 27-May-2014
Pivot 1 day 3 day
R1 16,645 16,625
PP 16,636 16,596
S1 16,628 16,567

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

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