mini-sized Dow ($5) Future June 2014

Trading Metrics calculated at close of trading on 19-Jun-2014

Day Change Summary
	Previous	Current
	18-Jun-2014	19-Jun-2014	Change	Change %	Previous Week
Open	16,807	16,895	88	0.5%	16,940
High	16,913	16,923	10	0.1%	16,962
Low	16,735	16,858	123	0.7%	16,704
Close	16,898	16,916	18	0.1%	16,769
Range	178	65	-113	-63.5%	258
ATR	115	112	-4	-3.1%	0
Volume	39,780	24,890	-14,890	-37.4%	451,933

Daily Pivots for day following 19-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,094	17,070	16,952
R3	17,029	17,005	16,934
R2	16,964	16,964	16,928
R1	16,940	16,940	16,922	16,952
PP	16,899	16,899	16,899	16,905
S1	16,875	16,875	16,910	16,887
S2	16,834	16,834	16,904
S3	16,769	16,810	16,898
S4	16,704	16,745	16,880

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,586	17,435	16,911
R3	17,328	17,177	16,840
R2	17,070	17,070	16,816
R1	16,919	16,919	16,793	16,866
PP	16,812	16,812	16,812	16,785
S1	16,661	16,661	16,745	16,608
S2	16,554	16,554	16,722
S3	16,296	16,403	16,698
S4	16,038	16,145	16,627

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,923	16,698	225	1.3%	107	0.6%	97%	True	False	44,835
10	16,962	16,698	264	1.6%	108	0.6%	83%	False	False	72,295
20	16,962	16,467	495	2.9%	95	0.6%	91%	False	False	83,521
40	16,962	16,242	720	4.3%	117	0.7%	94%	False	False	113,843
60	16,962	15,881	1,081	6.4%	132	0.8%	96%	False	False	130,029
80	16,962	15,881	1,081	6.4%	142	0.8%	96%	False	False	116,424
100	16,962	15,216	1,746	10.3%	146	0.9%	97%	False	False	93,155
120	16,962	15,216	1,746	10.3%	140	0.8%	97%	False	False	77,633

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	31
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	17,199
2.618	17,093
1.618	17,028
1.000	16,988
0.618	16,963
HIGH	16,923
0.618	16,898
0.500	16,891
0.382	16,883
LOW	16,858
0.618	16,818
1.000	16,793
1.618	16,753
2.618	16,688
4.250	16,582

Fisher Pivots for day following 19-Jun-2014
Pivot	1 day	3 day
R1	16,908	16,886
PP	16,899	16,855
S1	16,891	16,825

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