mini-sized Dow ($5) Future December 2014

Trading Metrics calculated at close of trading on 28-Nov-2014

Day Change Summary
	Previous	Current
	26-Nov-2014	28-Nov-2014	Change	Change %	Previous Week
Open	17,807	17,814	7	0.0%	17,780
High	17,847	17,877	30	0.2%	17,877
Low	17,773	17,759	-14	-0.1%	17,759
Close	17,810	17,812	2	0.0%	17,812
Range	74	118	44	59.5%	118
ATR	141	140	-2	-1.2%	0
Volume	61,867	82,524	20,657	33.4%	295,842

Daily Pivots for day following 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	18,170	18,109	17,877
R3	18,052	17,991	17,845
R2	17,934	17,934	17,834
R1	17,873	17,873	17,823	17,845
PP	17,816	17,816	17,816	17,802
S1	17,755	17,755	17,801	17,727
S2	17,698	17,698	17,790
S3	17,580	17,637	17,780
S4	17,462	17,519	17,747

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	18,170	18,109	17,877
R3	18,052	17,991	17,845
R2	17,934	17,934	17,834
R1	17,873	17,873	17,823	17,904
PP	17,816	17,816	17,816	17,831
S1	17,755	17,755	17,801	17,786
S2	17,698	17,698	17,790
S3	17,580	17,637	17,780
S4	17,462	17,519	17,747

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,877	17,678	199	1.1%	105	0.6%	67%	True	False	85,133
10	17,877	17,511	366	2.1%	105	0.6%	82%	True	False	92,069
20	17,877	17,105	772	4.3%	114	0.6%	92%	True	False	106,190
40	17,877	15,769	2,108	11.8%	198	1.1%	97%	True	False	173,482
60	17,877	15,769	2,108	11.8%	185	1.0%	97%	True	False	158,596
80	17,877	15,769	2,108	11.8%	166	0.9%	97%	True	False	119,077
100	17,877	15,769	2,108	11.8%	157	0.9%	97%	True	False	95,266
120	17,877	15,769	2,108	11.8%	141	0.8%	97%	True	False	79,391

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	30
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	18,379
2.618	18,186
1.618	18,068
1.000	17,995
0.618	17,950
HIGH	17,877
0.618	17,832
0.500	17,818
0.382	17,804
LOW	17,759
0.618	17,686
1.000	17,641
1.618	17,568
2.618	17,450
4.250	17,258

Fisher Pivots for day following 28-Nov-2014
Pivot	1 day	3 day
R1	17,818	17,818
PP	17,816	17,816
S1	17,814	17,814

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