mini-sized Dow ($5) Future December 2014

Trading Metrics calculated at close of trading on 20-Nov-2014

Day Change Summary
	Previous	Current
	19-Nov-2014	20-Nov-2014	Change	Change %	Previous Week
Open	17,651	17,652	1	0.0%	17,499
High	17,682	17,701	19	0.1%	17,661
Low	17,591	17,558	-33	-0.2%	17,472
Close	17,657	17,694	37	0.2%	17,604
Range	91	143	52	57.1%	189
ATR	157	156	-1	-0.7%	0
Volume	106,840	102,216	-4,624	-4.3%	482,727

Daily Pivots for day following 20-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	18,080	18,030	17,773
R3	17,937	17,887	17,733
R2	17,794	17,794	17,720
R1	17,744	17,744	17,707	17,769
PP	17,651	17,651	17,651	17,664
S1	17,601	17,601	17,681	17,626
S2	17,508	17,508	17,668
S3	17,365	17,458	17,655
S4	17,222	17,315	17,615

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	18,146	18,064	17,708
R3	17,957	17,875	17,656
R2	17,768	17,768	17,639
R1	17,686	17,686	17,621	17,727
PP	17,579	17,579	17,579	17,600
S1	17,497	17,497	17,587	17,538
S2	17,390	17,390	17,569
S3	17,201	17,308	17,552
S4	17,012	17,119	17,500

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,701	17,511	190	1.1%	105	0.6%	96%	True	False	99,006
10	17,701	17,437	264	1.5%	103	0.6%	97%	True	False	100,005
20	17,701	16,514	1,187	6.7%	141	0.8%	99%	True	False	124,825
40	17,701	15,769	1,932	10.9%	209	1.2%	100%	True	False	186,526
60	17,701	15,769	1,932	10.9%	185	1.0%	100%	True	False	151,593
80	17,701	15,769	1,932	10.9%	170	1.0%	100%	True	False	113,759
100	17,701	15,769	1,932	10.9%	155	0.9%	100%	True	False	91,010
120	17,701	15,769	1,932	10.9%	139	0.8%	100%	True	False	75,844

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	28
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	18,309
2.618	18,075
1.618	17,932
1.000	17,844
0.618	17,789
HIGH	17,701
0.618	17,646
0.500	17,630
0.382	17,613
LOW	17,558
0.618	17,470
1.000	17,415
1.618	17,327
2.618	17,184
4.250	16,950

Fisher Pivots for day following 20-Nov-2014
Pivot	1 day	3 day
R1	17,673	17,673
PP	17,651	17,651
S1	17,630	17,630

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