mini-sized Dow ($5) Future March 2015

Trading Metrics calculated at close of trading on 23-Dec-2014

Day Change Summary
	Previous	Current
	22-Dec-2014	23-Dec-2014	Change	Change %	Previous Week
Open	17,741	17,903	162	0.9%	17,187
High	17,928	18,019	91	0.5%	17,845
Low	17,741	17,893	152	0.9%	16,974
Close	17,897	17,976	79	0.4%	17,761
Range	187	126	-61	-32.6%	871
ATR	210	204	-6	-2.9%	0
Volume	94,360	70,412	-23,948	-25.4%	1,277,146

Daily Pivots for day following 23-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	18,341	18,284	18,045
R3	18,215	18,158	18,011
R2	18,089	18,089	17,999
R1	18,032	18,032	17,988	18,061
PP	17,963	17,963	17,963	17,977
S1	17,906	17,906	17,965	17,935
S2	17,837	17,837	17,953
S3	17,711	17,780	17,941
S4	17,585	17,654	17,907

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	20,140	19,821	18,240
R3	19,269	18,950	18,001
R2	18,398	18,398	17,921
R1	18,079	18,079	17,841	18,239
PP	17,527	17,527	17,527	17,606
S1	17,208	17,208	17,681	17,368
S2	16,656	16,656	17,601
S3	15,785	16,337	17,522
S4	14,914	15,466	17,282

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,019	17,016	1,003	5.6%	252	1.4%	96%	True	False	169,388
10	18,019	16,974	1,045	5.8%	282	1.6%	96%	True	False	172,043
20	18,019	16,974	1,045	5.8%	200	1.1%	96%	True	False	86,727
40	18,019	16,745	1,274	7.1%	157	0.9%	97%	True	False	43,432
60	18,019	15,740	2,279	12.7%	179	1.0%	98%	True	False	28,962
80	18,019	15,740	2,279	12.7%	155	0.9%	98%	True	False	21,724
100	18,019	15,740	2,279	12.7%	129	0.7%	98%	True	False	17,380
120	18,019	15,740	2,279	12.7%	111	0.6%	98%	True	False	14,483

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	44
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	18,555
2.618	18,349
1.618	18,223
1.000	18,145
0.618	18,097
HIGH	18,019
0.618	17,971
0.500	17,956
0.382	17,941
LOW	17,893
0.618	17,815
1.000	17,767
1.618	17,689
2.618	17,563
4.250	17,358

Fisher Pivots for day following 23-Dec-2014
Pivot	1 day	3 day
R1	17,969	17,935
PP	17,963	17,894
S1	17,956	17,853

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