mini-sized Dow ($5) Future December 2014


Trading Metrics calculated at close of trading on 27-Oct-2014
Day Change Summary
Previous Current
24-Oct-2014 27-Oct-2014 Change Change % Previous Week
Open 16,619 16,746 127 0.8% 16,334
High 16,747 16,797 50 0.3% 16,747
Low 16,514 16,652 138 0.8% 16,163
Close 16,736 16,756 20 0.1% 16,736
Range 233 145 -88 -37.8% 584
ATR 257 249 -8 -3.1% 0
Volume 160,537 132,768 -27,769 -17.3% 916,563
Daily Pivots for day following 27-Oct-2014
Classic Woodie Camarilla DeMark
R4 17,170 17,108 16,836
R3 17,025 16,963 16,796
R2 16,880 16,880 16,783
R1 16,818 16,818 16,769 16,849
PP 16,735 16,735 16,735 16,751
S1 16,673 16,673 16,743 16,704
S2 16,590 16,590 16,730
S3 16,445 16,528 16,716
S4 16,300 16,383 16,676
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 18,301 18,102 17,057
R3 17,717 17,518 16,897
R2 17,133 17,133 16,843
R1 16,934 16,934 16,790 17,034
PP 16,549 16,549 16,549 16,598
S1 16,350 16,350 16,683 16,450
S2 15,965 15,965 16,629
S3 15,381 15,766 16,576
S4 14,797 15,182 16,415
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,797 16,209 588 3.5% 247 1.5% 93% True False 173,675
10 16,797 15,769 1,028 6.1% 292 1.7% 96% True False 258,712
20 17,063 15,769 1,294 7.7% 278 1.7% 76% False False 246,366
40 17,279 15,769 1,510 9.0% 212 1.3% 65% False False 172,290
60 17,279 15,769 1,510 9.0% 179 1.1% 65% False False 114,957
80 17,279 15,769 1,510 9.0% 162 1.0% 65% False False 86,222
100 17,279 15,769 1,510 9.0% 141 0.8% 65% False False 68,980
120 17,279 15,769 1,510 9.0% 123 0.7% 65% False False 57,484
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 68
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 17,413
2.618 17,177
1.618 17,032
1.000 16,942
0.618 16,887
HIGH 16,797
0.618 16,742
0.500 16,725
0.382 16,708
LOW 16,652
0.618 16,563
1.000 16,507
1.618 16,418
2.618 16,273
4.250 16,036
Fisher Pivots for day following 27-Oct-2014
Pivot 1 day 3 day
R1 16,746 16,704
PP 16,735 16,652
S1 16,725 16,600

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

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