mini-sized Dow ($5) Future September 2014

Trading Metrics calculated at close of trading on 24-Jun-2014

Day Change Summary
	Previous	Current
	23-Jun-2014	24-Jun-2014	Change	Change %	Previous Week
Open	16,855	16,829	-26	-0.2%	16,699
High	16,911	16,885	-26	-0.2%	16,895
Low	16,808	16,717	-91	-0.5%	16,624
Close	16,840	16,752	-88	-0.5%	16,858
Range	103	168	65	63.1%	271
ATR	103	107	5	4.5%	0
Volume	95,627	142,745	47,118	49.3%	616,577

Daily Pivots for day following 24-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,289	17,188	16,845
R3	17,121	17,020	16,798
R2	16,953	16,953	16,783
R1	16,852	16,852	16,768	16,819
PP	16,785	16,785	16,785	16,768
S1	16,684	16,684	16,737	16,651
S2	16,617	16,617	16,721
S3	16,449	16,516	16,706
S4	16,281	16,348	16,660

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,605	17,503	17,007
R3	17,334	17,232	16,933
R2	17,063	17,063	16,908
R1	16,961	16,961	16,883	17,012
PP	16,792	16,792	16,792	16,818
S1	16,690	16,690	16,833	16,741
S2	16,521	16,521	16,808
S3	16,250	16,419	16,784
S4	15,979	16,148	16,709

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,911	16,650	261	1.6%	120	0.7%	39%	False	False	117,650
10	16,911	16,624	287	1.7%	120	0.7%	45%	False	False	99,522
20	16,911	16,535	376	2.2%	98	0.6%	58%	False	False	50,496
40	16,911	16,252	659	3.9%	103	0.6%	76%	False	False	25,269
60	16,911	15,888	1,023	6.1%	104	0.6%	84%	False	False	16,850
80	16,911	15,888	1,023	6.1%	102	0.6%	84%	False	False	12,640
100	16,911	15,154	1,757	10.5%	90	0.5%	91%	False	False	10,112
120	16,911	15,154	1,757	10.5%	82	0.5%	91%	False	False	8,427

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	37
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	17,599
2.618	17,325
1.618	17,157
1.000	17,053
0.618	16,989
HIGH	16,885
0.618	16,821
0.500	16,801
0.382	16,781
LOW	16,717
0.618	16,613
1.000	16,549
1.618	16,445
2.618	16,277
4.250	16,003

Fisher Pivots for day following 24-Jun-2014
Pivot	1 day	3 day
R1	16,801	16,814
PP	16,785	16,793
S1	16,768	16,773

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