mini-sized Dow ($5) Future December 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 16,971 16,876 -95 -0.6% 17,033
High 16,985 16,968 -17 -0.1% 17,045
Low 16,851 16,839 -12 -0.1% 16,851
Close 16,906 16,943 37 0.2% 16,906
Range 134 129 -5 -3.7% 194
ATR 113 114 1 1.0% 0
Volume 141,344 152,152 10,808 7.6% 196,620
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 17,304 17,252 17,014
R3 17,175 17,123 16,979
R2 17,046 17,046 16,967
R1 16,994 16,994 16,955 17,020
PP 16,917 16,917 16,917 16,930
S1 16,865 16,865 16,931 16,891
S2 16,788 16,788 16,919
S3 16,659 16,736 16,908
S4 16,530 16,607 16,872
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 17,034 16,839 195 1.2% 119 0.7% 53% False True 69,370
10 17,069 16,839 230 1.4% 115 0.7% 45% False True 35,505
20 17,069 16,592 477 2.8% 106 0.6% 74% False False 17,994
40 17,069 16,143 926 5.5% 117 0.7% 86% False False 9,028
60 17,069 16,143 926 5.5% 107 0.6% 86% False False 6,024
80 17,069 16,143 926 5.5% 88 0.5% 86% False False 4,519
100 17,069 16,143 926 5.5% 79 0.5% 86% False False 3,616
120 17,069 15,825 1,244 7.3% 71 0.4% 90% False False 3,013
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 30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 17,516
2.618 17,306
1.618 17,177
1.000 17,097
0.618 17,048
HIGH 16,968
0.618 16,919
0.500 16,904
0.382 16,888
LOW 16,839
0.618 16,759
1.000 16,710
1.618 16,630
2.618 16,501
4.250 16,291
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 16,930 16,933
PP 16,917 16,922
S1 16,904 16,912

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

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