mini-sized Dow ($5) Future December 2014


Trading Metrics calculated at close of trading on 20-Oct-2014
Day Change Summary
Previous Current
17-Oct-2014 20-Oct-2014 Change Change % Previous Week
Open 16,033 16,334 301 1.9% 16,420
High 16,347 16,419 72 0.4% 16,526
Low 16,020 16,163 143 0.9% 15,769
Close 16,309 16,331 22 0.1% 16,309
Range 327 256 -71 -21.7% 757
ATR 252 252 0 0.1% 0
Volume 266,749 180,953 -85,796 -32.2% 1,844,559
Daily Pivots for day following 20-Oct-2014
Classic Woodie Camarilla DeMark
R4 17,072 16,958 16,472
R3 16,816 16,702 16,402
R2 16,560 16,560 16,378
R1 16,446 16,446 16,355 16,375
PP 16,304 16,304 16,304 16,269
S1 16,190 16,190 16,308 16,119
S2 16,048 16,048 16,284
S3 15,792 15,934 16,261
S4 15,536 15,678 16,190
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 18,472 18,148 16,725
R3 17,715 17,391 16,517
R2 16,958 16,958 16,448
R1 16,634 16,634 16,379 16,418
PP 16,201 16,201 16,201 16,093
S1 15,877 15,877 16,240 15,661
S2 15,444 15,444 16,170
S3 14,687 15,120 16,101
S4 13,930 14,363 15,893
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,419 15,769 650 4.0% 337 2.1% 86% True False 343,749
10 16,949 15,769 1,180 7.2% 329 2.0% 48% False False 313,324
20 17,149 15,769 1,380 8.5% 269 1.6% 41% False False 244,698
40 17,279 15,769 1,510 9.2% 192 1.2% 37% False False 150,646
60 17,279 15,769 1,510 9.2% 172 1.1% 37% False False 100,486
80 17,279 15,769 1,510 9.2% 151 0.9% 37% False False 75,369
100 17,279 15,769 1,510 9.2% 130 0.8% 37% False False 60,297
120 17,279 15,769 1,510 9.2% 115 0.7% 37% False False 50,248
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 63
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 17,507
2.618 17,089
1.618 16,833
1.000 16,675
0.618 16,577
HIGH 16,419
0.618 16,321
0.500 16,291
0.382 16,261
LOW 16,163
0.618 16,005
1.000 15,907
1.618 15,749
2.618 15,493
4.250 15,075
Fisher Pivots for day following 20-Oct-2014
Pivot 1 day 3 day
R1 16,318 16,255
PP 16,304 16,178
S1 16,291 16,102

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

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