mini-sized Dow ($5) Future September 2015

Trading Metrics calculated at close of trading on 11-Jun-2015

Day Change Summary
	Previous	Current
	10-Jun-2015	11-Jun-2015	Change	Change %	Previous Week
Open	17,695	17,916	221	1.2%	17,947
High	17,957	18,030	73	0.4%	18,080
Low	17,690	17,913	223	1.3%	17,735
Close	17,938	17,962	24	0.1%	17,764
Range	267	117	-150	-56.2%	345
ATR	156	153	-3	-1.8%	0
Volume	12,143	28,372	16,229	133.6%	12,614

Daily Pivots for day following 11-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,319	18,258	18,026
R3	18,202	18,141	17,994
R2	18,085	18,085	17,984
R1	18,024	18,024	17,973	18,055
PP	17,968	17,968	17,968	17,984
S1	17,907	17,907	17,951	17,938
S2	17,851	17,851	17,941
S3	17,734	17,790	17,930
S4	17,617	17,673	17,898

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,895	18,674	17,954
R3	18,550	18,329	17,859
R2	18,205	18,205	17,827
R1	17,984	17,984	17,796	17,922
PP	17,860	17,860	17,860	17,829
S1	17,639	17,639	17,733	17,577
S2	17,515	17,515	17,701
S3	17,170	17,294	17,669
S4	16,825	16,949	17,574

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,030	17,615	415	2.3%	147	0.8%	84%	True	False	9,811
10	18,080	17,615	465	2.6%	162	0.9%	75%	False	False	5,783
20	18,250	17,615	635	3.5%	140	0.8%	55%	False	False	2,964
40	18,250	17,601	649	3.6%	157	0.9%	56%	False	False	1,506
60	18,250	17,410	840	4.7%	150	0.8%	66%	False	False	1,008
80	18,250	17,410	840	4.7%	127	0.7%	66%	False	False	756
100	18,250	16,932	1,318	7.3%	106	0.6%	78%	False	False	605
120	18,250	16,932	1,318	7.3%	97	0.5%	78%	False	False	505

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	18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,527
2.618	18,336
1.618	18,219
1.000	18,147
0.618	18,102
HIGH	18,030
0.618	17,985
0.500	17,972
0.382	17,958
LOW	17,913
0.618	17,841
1.000	17,796
1.618	17,724
2.618	17,607
4.250	17,416

Fisher Pivots for day following 11-Jun-2015
Pivot	1 day	3 day
R1	17,972	17,916
PP	17,968	17,869
S1	17,965	17,823

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