mini-sized Dow ($5) Future December 2014

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

Day Change Summary
	Previous	Current
	23-Sep-2014	24-Sep-2014	Change	Change %	Previous Week
Open	17,084	16,936	-148	-0.9%	16,876
High	17,111	17,149	38	0.2%	17,279
Low	16,928	16,936	8	0.0%	16,839
Close	16,963	17,139	176	1.0%	17,212
Range	183	213	30	16.4%	440
ATR	126	133	6	4.9%	0
Volume	150,323	141,362	-8,961	-6.0%	778,539

Daily Pivots for day following 24-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,714	17,639	17,256
R3	17,501	17,426	17,198
R2	17,288	17,288	17,178
R1	17,213	17,213	17,159	17,251
PP	17,075	17,075	17,075	17,093
S1	17,000	17,000	17,120	17,038
S2	16,862	16,862	17,100
S3	16,649	16,787	17,081
S4	16,436	16,574	17,022

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	18,430	18,261	17,454
R3	17,990	17,821	17,333
R2	17,550	17,550	17,293
R1	17,381	17,381	17,252	17,466
PP	17,110	17,110	17,110	17,152
S1	16,941	16,941	17,172	17,026
S2	16,670	16,670	17,131
S3	16,230	16,501	17,091
S4	15,790	16,061	16,970

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,279	16,928	351	2.0%	157	0.9%	60%	False	False	140,014
10	17,279	16,839	440	2.6%	146	0.9%	68%	False	False	139,929
20	17,279	16,839	440	2.6%	124	0.7%	68%	False	False	71,122
40	17,279	16,143	1,136	6.6%	126	0.7%	88%	False	False	35,671
60	17,279	16,143	1,136	6.6%	116	0.7%	88%	False	False	23,787
80	17,279	16,143	1,136	6.6%	100	0.6%	88%	False	False	17,842
100	17,279	16,143	1,136	6.6%	88	0.5%	88%	False	False	14,274
120	17,279	15,825	1,454	8.5%	79	0.5%	90%	False	False	11,896

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	18,054
2.618	17,707
1.618	17,494
1.000	17,362
0.618	17,281
HIGH	17,149
0.618	17,068
0.500	17,043
0.382	17,017
LOW	16,936
0.618	16,804
1.000	16,723
1.618	16,591
2.618	16,378
4.250	16,031

Fisher Pivots for day following 24-Sep-2014
Pivot	1 day	3 day
R1	17,107	17,116
PP	17,075	17,092
S1	17,043	17,069

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