mini-sized Dow ($5) Future December 2014

Trading Metrics calculated at close of trading on 06-Oct-2014

Day Change Summary
	Previous	Current
	03-Oct-2014	06-Oct-2014	Change	Change %	Previous Week
Open	16,723	16,923	200	1.2%	17,039
High	16,947	17,020	73	0.4%	17,063
Low	16,705	16,844	139	0.8%	16,589
Close	16,921	16,903	-18	-0.1%	16,921
Range	242	176	-66	-27.3%	474
ATR	167	167	1	0.4%	0
Volume	143,525	165,288	21,763	15.2%	939,359

Daily Pivots for day following 06-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,450	17,353	17,000
R3	17,274	17,177	16,952
R2	17,098	17,098	16,935
R1	17,001	17,001	16,919	16,962
PP	16,922	16,922	16,922	16,903
S1	16,825	16,825	16,887	16,786
S2	16,746	16,746	16,871
S3	16,570	16,649	16,855
S4	16,394	16,473	16,806

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	18,280	18,074	17,182
R3	17,806	17,600	17,051
R2	17,332	17,332	17,008
R1	17,126	17,126	16,965	16,992
PP	16,858	16,858	16,858	16,791
S1	16,652	16,652	16,878	16,518
S2	16,384	16,384	16,834
S3	15,910	16,178	16,791
S4	15,436	15,704	16,660

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,063	16,589	474	2.8%	206	1.2%	66%	False	False	185,142
10	17,149	16,589	560	3.3%	209	1.2%	56%	False	False	176,071
20	17,279	16,589	690	4.1%	170	1.0%	46%	False	False	144,089
40	17,279	16,390	889	5.3%	135	0.8%	58%	False	False	72,387
60	17,279	16,143	1,136	6.7%	133	0.8%	67%	False	False	48,269
80	17,279	16,143	1,136	6.7%	117	0.7%	67%	False	False	36,205
100	17,279	16,143	1,136	6.7%	102	0.6%	67%	False	False	28,964
120	17,279	16,143	1,136	6.7%	90	0.5%	67%	False	False	24,137

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	17,768
2.618	17,481
1.618	17,305
1.000	17,196
0.618	17,129
HIGH	17,020
0.618	16,953
0.500	16,932
0.382	16,911
LOW	16,844
0.618	16,735
1.000	16,668
1.618	16,559
2.618	16,383
4.250	16,096

Fisher Pivots for day following 06-Oct-2014
Pivot	1 day	3 day
R1	16,932	16,870
PP	16,922	16,837
S1	16,913	16,805

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