mini-sized Dow ($5) Future December 2014

Trading Metrics calculated at close of trading on 11-Dec-2014

Day Change Summary
	Previous	Current
	10-Dec-2014	11-Dec-2014	Change	Change %	Previous Week
Open	17,779	17,541	-238	-1.3%	17,784
High	17,807	17,766	-41	-0.2%	17,980
Low	17,500	17,516	16	0.1%	17,701
Close	17,542	17,574	32	0.2%	17,953
Range	307	250	-57	-18.6%	279
ATR	153	160	7	4.5%	0
Volume	202,703	197,607	-5,096	-2.5%	571,269

Daily Pivots for day following 11-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	18,369	18,221	17,712
R3	18,119	17,971	17,643
R2	17,869	17,869	17,620
R1	17,721	17,721	17,597	17,795
PP	17,619	17,619	17,619	17,656
S1	17,471	17,471	17,551	17,545
S2	17,369	17,369	17,528
S3	17,119	17,221	17,505
S4	16,869	16,971	17,437

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	18,715	18,613	18,107
R3	18,436	18,334	18,030
R2	18,157	18,157	18,004
R1	18,055	18,055	17,979	18,106
PP	17,878	17,878	17,878	17,904
S1	17,776	17,776	17,928	17,827
S2	17,599	17,599	17,902
S3	17,320	17,497	17,876
S4	17,041	17,218	17,800

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,980	17,500	480	2.7%	215	1.2%	15%	False	False	164,352
10	17,980	17,500	480	2.7%	164	0.9%	15%	False	False	137,475
20	17,980	17,500	480	2.7%	134	0.8%	15%	False	False	117,443
40	17,980	15,785	2,195	12.5%	166	0.9%	82%	False	False	141,686
60	17,980	15,769	2,211	12.6%	191	1.1%	82%	False	False	168,197
80	17,980	15,769	2,211	12.6%	171	1.0%	82%	False	False	135,214
100	17,980	15,769	2,211	12.6%	163	0.9%	82%	False	False	108,187
120	17,980	15,769	2,211	12.6%	151	0.9%	82%	False	False	90,158

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	23
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,829
2.618	18,421
1.618	18,171
1.000	18,016
0.618	17,921
HIGH	17,766
0.618	17,671
0.500	17,641
0.382	17,612
LOW	17,516
0.618	17,362
1.000	17,266
1.618	17,112
2.618	16,862
4.250	16,454

Fisher Pivots for day following 11-Dec-2014
Pivot	1 day	3 day
R1	17,641	17,687
PP	17,619	17,649
S1	17,596	17,612

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