mini-sized Dow ($5) Future September 2014

Trading Metrics calculated at close of trading on 18-Aug-2014

Day Change Summary
	Previous	Current
	15-Aug-2014	18-Aug-2014	Change	Change %	Previous Week
Open	16,687	16,666	-21	-0.1%	16,479
High	16,742	16,815	73	0.4%	16,742
Low	16,537	16,657	120	0.7%	16,465
Close	16,631	16,793	162	1.0%	16,631
Range	205	158	-47	-22.9%	277
ATR	151	154	2	1.5%	0
Volume	192,441	97,398	-95,043	-49.4%	625,334

Daily Pivots for day following 18-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,229	17,169	16,880
R3	17,071	17,011	16,837
R2	16,913	16,913	16,822
R1	16,853	16,853	16,808	16,883
PP	16,755	16,755	16,755	16,770
S1	16,695	16,695	16,779	16,725
S2	16,597	16,597	16,764
S3	16,439	16,537	16,750
S4	16,281	16,379	16,706

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,444	17,314	16,783
R3	17,167	17,037	16,707
R2	16,890	16,890	16,682
R1	16,760	16,760	16,657	16,825
PP	16,613	16,613	16,613	16,645
S1	16,483	16,483	16,606	16,548
S2	16,336	16,336	16,580
S3	16,059	16,206	16,555
S4	15,782	15,929	16,479

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,815	16,465	350	2.1%	134	0.8%	94%	True	False	119,920
10	16,815	16,208	607	3.6%	162	1.0%	96%	True	False	147,405
20	17,069	16,208	861	5.1%	158	0.9%	68%	False	False	156,143
40	17,085	16,208	877	5.2%	141	0.8%	67%	False	False	140,855
60	17,085	16,208	877	5.2%	125	0.7%	67%	False	False	106,765
80	17,085	16,208	877	5.2%	121	0.7%	67%	False	False	80,082
100	17,085	15,888	1,197	7.1%	118	0.7%	76%	False	False	64,068
120	17,085	15,888	1,197	7.1%	113	0.7%	76%	False	False	53,392

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	42
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,487
2.618	17,229
1.618	17,071
1.000	16,973
0.618	16,913
HIGH	16,815
0.618	16,755
0.500	16,736
0.382	16,717
LOW	16,657
0.618	16,559
1.000	16,499
1.618	16,401
2.618	16,243
4.250	15,986

Fisher Pivots for day following 18-Aug-2014
Pivot	1 day	3 day
R1	16,774	16,754
PP	16,755	16,715
S1	16,736	16,676

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