mini-sized Dow ($5) Future September 2014

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

Day Change Summary
	Previous	Current
	23-Jul-2014	24-Jul-2014	Change	Change %	Previous Week
Open	17,022	17,031	9	0.1%	16,878
High	17,067	17,063	-4	0.0%	17,085
Low	16,992	16,965	-27	-0.2%	16,835
Close	17,025	16,998	-27	-0.2%	17,032
Range	75	98	23	30.7%	250
ATR	119	117	-1	-1.3%	0
Volume	113,533	119,190	5,657	5.0%	740,738

Daily Pivots for day following 24-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,303	17,248	17,052
R3	17,205	17,150	17,025
R2	17,107	17,107	17,016
R1	17,052	17,052	17,007	17,031
PP	17,009	17,009	17,009	16,998
S1	16,954	16,954	16,989	16,933
S2	16,911	16,911	16,980
S3	16,813	16,856	16,971
S4	16,715	16,758	16,944

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,734	17,633	17,170
R3	17,484	17,383	17,101
R2	17,234	17,234	17,078
R1	17,133	17,133	17,055	17,184
PP	16,984	16,984	16,984	17,009
S1	16,883	16,883	17,009	16,934
S2	16,734	16,734	16,986
S3	16,484	16,633	16,963
S4	16,234	16,383	16,895

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,069	16,835	234	1.4%	121	0.7%	70%	False	False	127,344
10	17,085	16,786	299	1.8%	124	0.7%	71%	False	False	132,622
20	17,085	16,659	426	2.5%	119	0.7%	80%	False	False	124,738
40	17,085	16,550	535	3.1%	109	0.6%	84%	False	False	90,860
60	17,085	16,252	833	4.9%	109	0.6%	90%	False	False	60,589
80	17,085	15,888	1,197	7.0%	109	0.6%	93%	False	False	45,444
100	17,085	15,888	1,197	7.0%	105	0.6%	93%	False	False	36,357
120	17,085	15,154	1,931	11.4%	96	0.6%	95%	False	False	30,299

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	28
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	17,480
2.618	17,320
1.618	17,222
1.000	17,161
0.618	17,124
HIGH	17,063
0.618	17,026
0.500	17,014
0.382	17,003
LOW	16,965
0.618	16,905
1.000	16,867
1.618	16,807
2.618	16,709
4.250	16,549

Fisher Pivots for day following 24-Jul-2014
Pivot	1 day	3 day
R1	17,014	17,017
PP	17,009	17,011
S1	17,003	17,004

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