mini-sized Dow ($5) Future June 2015

Trading Metrics calculated at close of trading on 31-Mar-2015

Day Change Summary
	Previous	Current
	30-Mar-2015	31-Mar-2015	Change	Change %	Previous Week
Open	17,624	17,859	235	1.3%	18,032
High	17,923	17,880	-43	-0.2%	18,126
Low	17,585	17,666	81	0.5%	17,465
Close	17,860	17,703	-157	-0.9%	17,626
Range	338	214	-124	-36.7%	661
ATR	216	216	0	-0.1%	0
Volume	136,330	140,325	3,995	2.9%	638,218

Daily Pivots for day following 31-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,392	18,261	17,821
R3	18,178	18,047	17,762
R2	17,964	17,964	17,742
R1	17,833	17,833	17,723	17,792
PP	17,750	17,750	17,750	17,729
S1	17,619	17,619	17,684	17,578
S2	17,536	17,536	17,664
S3	17,322	17,405	17,644
S4	17,108	17,191	17,585

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	19,722	19,335	17,990
R3	19,061	18,674	17,808
R2	18,400	18,400	17,747
R1	18,013	18,013	17,687	17,876
PP	17,739	17,739	17,739	17,671
S1	17,352	17,352	17,566	17,215
S2	17,078	17,078	17,505
S3	16,417	16,691	17,444
S4	15,756	16,030	17,263

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,967	17,465	502	2.8%	250	1.4%	47%	False	False	146,485
10	18,126	17,465	661	3.7%	240	1.4%	36%	False	False	134,705
20	18,126	17,465	661	3.7%	231	1.3%	36%	False	False	87,832
40	18,188	17,199	989	5.6%	184	1.0%	51%	False	False	43,947
60	18,188	16,880	1,308	7.4%	207	1.2%	63%	False	False	29,311
80	18,188	16,880	1,308	7.4%	190	1.1%	63%	False	False	21,989
100	18,188	16,880	1,308	7.4%	154	0.9%	63%	False	False	17,592
120	18,188	15,850	2,338	13.2%	140	0.8%	79%	False	False	14,662

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	50
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,790
2.618	18,440
1.618	18,226
1.000	18,094
0.618	18,012
HIGH	17,880
0.618	17,798
0.500	17,773
0.382	17,748
LOW	17,666
0.618	17,534
1.000	17,452
1.618	17,320
2.618	17,106
4.250	16,757

Fisher Pivots for day following 31-Mar-2015
Pivot	1 day	3 day
R1	17,773	17,729
PP	17,750	17,720
S1	17,726	17,712

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