mini-sized Dow ($5) Future June 2015

Trading Metrics calculated at close of trading on 12-Jun-2015

Day Change Summary
	Previous	Current
	11-Jun-2015	12-Jun-2015	Change	Change %	Previous Week
Open	18,010	18,045	35	0.2%	17,840
High	18,112	18,050	-62	-0.3%	18,112
Low	17,991	17,854	-137	-0.8%	17,693
Close	18,043	17,903	-140	-0.8%	17,903
Range	121	196	75	62.0%	419
ATR	167	169	2	1.2%	0
Volume	119,333	86,333	-33,000	-27.7%	673,531

Daily Pivots for day following 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,524	18,409	18,011
R3	18,328	18,213	17,957
R2	18,132	18,132	17,939
R1	18,017	18,017	17,921	17,977
PP	17,936	17,936	17,936	17,915
S1	17,821	17,821	17,885	17,781
S2	17,740	17,740	17,867
S3	17,544	17,625	17,849
S4	17,348	17,429	17,795

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	19,160	18,950	18,134
R3	18,741	18,531	18,018
R2	18,322	18,322	17,980
R1	18,112	18,112	17,942	18,217
PP	17,903	17,903	17,903	17,955
S1	17,693	17,693	17,865	17,798
S2	17,484	17,484	17,826
S3	17,065	17,274	17,788
S4	16,646	16,855	17,673

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,112	17,693	419	2.3%	163	0.9%	50%	False	False	134,706
10	18,163	17,693	470	2.6%	169	0.9%	45%	False	False	152,609
20	18,334	17,693	641	3.6%	149	0.8%	33%	False	False	131,178
40	18,334	17,629	705	3.9%	182	1.0%	39%	False	False	141,673
60	18,334	17,465	869	4.9%	187	1.0%	50%	False	False	135,352
80	18,334	17,465	869	4.9%	187	1.0%	50%	False	False	108,976
100	18,334	16,880	1,454	8.1%	190	1.1%	70%	False	False	87,188
120	18,334	16,880	1,454	8.1%	189	1.1%	70%	False	False	72,664

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,883
2.618	18,563
1.618	18,367
1.000	18,246
0.618	18,171
HIGH	18,050
0.618	17,975
0.500	17,952
0.382	17,929
LOW	17,854
0.618	17,733
1.000	17,658
1.618	17,537
2.618	17,341
4.250	17,021

Fisher Pivots for day following 12-Jun-2015
Pivot	1 day	3 day
R1	17,952	17,939
PP	17,936	17,927
S1	17,919	17,915

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