mini-sized Dow ($5) Future September 2014


Trading Metrics calculated at close of trading on 14-Jul-2014
Day Change Summary
Previous Current
11-Jul-2014 14-Jul-2014 Change Change % Previous Week
Open 16,836 16,878 42 0.2% 16,968
High 16,893 17,017 124 0.7% 16,978
Low 16,786 16,877 91 0.5% 16,722
Close 16,881 16,978 97 0.6% 16,881
Range 107 140 33 30.8% 256
ATR 112 114 2 1.8% 0
Volume 104,397 92,371 -12,026 -11.5% 637,077
Daily Pivots for day following 14-Jul-2014
Classic Woodie Camarilla DeMark
R4 17,377 17,318 17,055
R3 17,237 17,178 17,017
R2 17,097 17,097 17,004
R1 17,038 17,038 16,991 17,068
PP 16,957 16,957 16,957 16,972
S1 16,898 16,898 16,965 16,928
S2 16,817 16,817 16,952
S3 16,677 16,758 16,940
S4 16,537 16,618 16,901
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 17,628 17,511 17,022
R3 17,372 17,255 16,952
R2 17,116 17,116 16,928
R1 16,999 16,999 16,905 16,930
PP 16,860 16,860 16,860 16,826
S1 16,743 16,743 16,858 16,674
S2 16,604 16,604 16,834
S3 16,348 16,487 16,811
S4 16,092 16,231 16,740
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17,017 16,722 295 1.7% 138 0.8% 87% True False 126,527
10 17,017 16,717 300 1.8% 115 0.7% 87% True False 110,476
20 17,017 16,624 393 2.3% 115 0.7% 90% True False 117,504
40 17,017 16,255 762 4.5% 105 0.6% 95% True False 62,639
60 17,017 16,209 808 4.8% 101 0.6% 95% True False 41,766
80 17,017 15,888 1,129 6.6% 105 0.6% 97% True False 31,327
100 17,017 15,888 1,129 6.6% 98 0.6% 97% True False 25,063
120 17,017 15,154 1,863 11.0% 91 0.5% 98% True False 20,887
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 16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 17,612
2.618 17,384
1.618 17,244
1.000 17,157
0.618 17,104
HIGH 17,017
0.618 16,964
0.500 16,947
0.382 16,931
LOW 16,877
0.618 16,791
1.000 16,737
1.618 16,651
2.618 16,511
4.250 16,282
Fisher Pivots for day following 14-Jul-2014
Pivot 1 day 3 day
R1 16,968 16,942
PP 16,957 16,906
S1 16,947 16,870

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

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