mini-sized Dow ($5) Future December 2014

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

Day Change Summary
	Previous	Current
	21-Nov-2014	24-Nov-2014	Change	Change %	Previous Week
Open	17,695	17,780	85	0.5%	17,607
High	17,870	17,832	-38	-0.2%	17,870
Low	17,678	17,765	87	0.5%	17,511
Close	17,780	17,792	12	0.1%	17,780
Range	192	67	-125	-65.1%	359
ATR	159	152	-7	-4.1%	0
Volume	129,823	71,611	-58,212	-44.8%	531,955

Daily Pivots for day following 24-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,997	17,962	17,829
R3	17,930	17,895	17,811
R2	17,863	17,863	17,804
R1	17,828	17,828	17,798	17,846
PP	17,796	17,796	17,796	17,805
S1	17,761	17,761	17,786	17,779
S2	17,729	17,729	17,780
S3	17,662	17,694	17,774
S4	17,595	17,627	17,755

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	18,797	18,648	17,978
R3	18,438	18,289	17,879
R2	18,079	18,079	17,846
R1	17,930	17,930	17,813	18,005
PP	17,720	17,720	17,720	17,758
S1	17,571	17,571	17,747	17,646
S2	17,361	17,361	17,714
S3	17,002	17,212	17,681
S4	16,643	16,853	17,583

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,870	17,558	312	1.8%	119	0.7%	75%	False	False	101,061
10	17,870	17,483	387	2.2%	108	0.6%	80%	False	False	100,675
20	17,870	16,754	1,116	6.3%	135	0.8%	93%	False	False	120,232
40	17,870	15,769	2,101	11.8%	206	1.2%	96%	False	False	183,299
60	17,870	15,769	2,101	11.8%	186	1.0%	96%	False	False	154,937
80	17,870	15,769	2,101	11.8%	168	0.9%	96%	False	False	116,276
100	17,870	15,769	2,101	11.8%	156	0.9%	96%	False	False	93,024
120	17,870	15,769	2,101	11.8%	140	0.8%	96%	False	False	77,522

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	18,117
2.618	18,008
1.618	17,941
1.000	17,899
0.618	17,874
HIGH	17,832
0.618	17,807
0.500	17,799
0.382	17,791
LOW	17,765
0.618	17,724
1.000	17,698
1.618	17,657
2.618	17,590
4.250	17,480

Fisher Pivots for day following 24-Nov-2014
Pivot	1 day	3 day
R1	17,799	17,766
PP	17,796	17,740
S1	17,794	17,714

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