mini-sized Dow ($5) Future March 2015


Trading Metrics calculated at close of trading on 16-Sep-2014
Day Change Summary
Previous Current
15-Sep-2014 16-Sep-2014 Change Change % Previous Week
Open 16,798 16,925 127 0.8% 16,950
High 16,877 16,988 111 0.7% 16,950
Low 16,798 16,925 127 0.8% 16,825
Close 16,877 16,988 111 0.7% 16,840
Range 79 63 -16 -20.3% 125
ATR 64 68 3 5.2% 0
Volume 5 2 -3 -60.0% 109
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 17,156 17,135 17,023
R3 17,093 17,072 17,005
R2 17,030 17,030 17,000
R1 17,009 17,009 16,994 17,020
PP 16,967 16,967 16,967 16,972
S1 16,946 16,946 16,982 16,957
S2 16,904 16,904 16,977
S3 16,841 16,883 16,971
S4 16,778 16,820 16,953
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 17,247 17,168 16,909
R3 17,122 17,043 16,875
R2 16,997 16,997 16,863
R1 16,918 16,918 16,852 16,895
PP 16,872 16,872 16,872 16,860
S1 16,793 16,793 16,829 16,770
S2 16,747 16,747 16,817
S3 16,622 16,668 16,806
S4 16,497 16,543 16,771
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,988 16,798 190 1.1% 71 0.4% 100% True False 22
10 16,995 16,798 197 1.2% 53 0.3% 96% False False 12
20 16,995 16,720 275 1.6% 38 0.2% 97% False False 8
40 16,995 16,160 835 4.9% 30 0.2% 99% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 17,256
2.618 17,153
1.618 17,090
1.000 17,051
0.618 17,027
HIGH 16,988
0.618 16,964
0.500 16,957
0.382 16,949
LOW 16,925
0.618 16,886
1.000 16,862
1.618 16,823
2.618 16,760
4.250 16,657
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 16,978 16,956
PP 16,967 16,925
S1 16,957 16,893

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

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