mini-sized Dow ($5) Future December 2014


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 16,973 16,971 -2 0.0% 17,033
High 16,982 16,985 3 0.0% 17,045
Low 16,890 16,851 -39 -0.2% 16,851
Close 16,960 16,906 -54 -0.3% 16,906
Range 92 134 42 45.7% 194
ATR 111 113 2 1.5% 0
Volume 39,893 141,344 101,451 254.3% 196,620
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 17,316 17,245 16,980
R3 17,182 17,111 16,943
R2 17,048 17,048 16,931
R1 16,977 16,977 16,918 16,946
PP 16,914 16,914 16,914 16,898
S1 16,843 16,843 16,894 16,812
S2 16,780 16,780 16,882
S3 16,646 16,709 16,869
S4 16,512 16,575 16,832
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 17,516 17,405 17,013
R3 17,322 17,211 16,959
R2 17,128 17,128 16,942
R1 17,017 17,017 16,924 16,976
PP 16,934 16,934 16,934 16,913
S1 16,823 16,823 16,888 16,782
S2 16,740 16,740 16,871
S3 16,546 16,629 16,853
S4 16,352 16,435 16,799
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17,045 16,851 194 1.1% 105 0.6% 28% False True 39,324
10 17,069 16,851 218 1.3% 112 0.7% 25% False True 20,317
20 17,069 16,460 609 3.6% 109 0.6% 73% False False 10,394
40 17,069 16,143 926 5.5% 116 0.7% 82% False False 5,225
60 17,069 16,143 926 5.5% 105 0.6% 82% False False 3,488
80 17,069 16,143 926 5.5% 87 0.5% 82% False False 2,617
100 17,069 16,143 926 5.5% 79 0.5% 82% False False 2,094
120 17,069 15,825 1,244 7.4% 70 0.4% 87% False False 1,745
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 17,555
2.618 17,336
1.618 17,202
1.000 17,119
0.618 17,068
HIGH 16,985
0.618 16,934
0.500 16,918
0.382 16,902
LOW 16,851
0.618 16,768
1.000 16,717
1.618 16,634
2.618 16,500
4.250 16,282
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 16,918 16,922
PP 16,914 16,917
S1 16,910 16,911

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

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