mini-sized Dow ($5) Future September 2014


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 17,061 16,958 -103 -0.6% 17,120
High 17,065 17,053 -12 -0.1% 17,130
Low 16,935 16,925 -10 -0.1% 16,935
Close 16,991 17,028 37 0.2% 16,991
Range 130 128 -2 -1.5% 195
ATR 120 121 1 0.4% 0
Volume 79,725 49,151 -30,574 -38.3% 643,299
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 17,386 17,335 17,099
R3 17,258 17,207 17,063
R2 17,130 17,130 17,052
R1 17,079 17,079 17,040 17,105
PP 17,002 17,002 17,002 17,015
S1 16,951 16,951 17,016 16,977
S2 16,874 16,874 17,005
S3 16,746 16,823 16,993
S4 16,618 16,695 16,958
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 17,604 17,492 17,098
R3 17,409 17,297 17,045
R2 17,214 17,214 17,027
R1 17,102 17,102 17,009 17,061
PP 17,019 17,019 17,019 16,998
S1 16,907 16,907 16,973 16,866
S2 16,824 16,824 16,955
S3 16,629 16,712 16,938
S4 16,434 16,517 16,884
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17,122 16,925 197 1.2% 120 0.7% 52% False True 116,683
10 17,154 16,925 229 1.3% 117 0.7% 45% False True 122,096
20 17,154 16,657 497 2.9% 109 0.6% 75% False False 106,002
40 17,154 16,208 946 5.6% 133 0.8% 87% False False 131,874
60 17,154 16,208 946 5.6% 129 0.8% 87% False False 129,096
80 17,154 16,208 946 5.6% 120 0.7% 87% False False 105,358
100 17,154 16,208 946 5.6% 118 0.7% 87% False False 84,292
120 17,154 15,888 1,266 7.4% 117 0.7% 90% False False 70,245
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 29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 17,597
2.618 17,388
1.618 17,260
1.000 17,181
0.618 17,132
HIGH 17,053
0.618 17,004
0.500 16,989
0.382 16,974
LOW 16,925
0.618 16,846
1.000 16,797
1.618 16,718
2.618 16,590
4.250 16,381
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 17,015 17,017
PP 17,002 17,006
S1 16,989 16,996

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

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