mini-sized Dow ($5) Future September 2015

Trading Metrics calculated at close of trading on 16-Jun-2015

Day Change Summary
	Previous	Current
	15-Jun-2015	16-Jun-2015	Change	Change %	Previous Week
Open	17,754	17,709	-45	-0.3%	17,772
High	17,786	17,838	52	0.3%	18,030
Low	17,608	17,603	-5	0.0%	17,615
Close	17,712	17,826	114	0.6%	17,819
Range	178	235	57	32.0%	415
ATR	161	166	5	3.3%	0
Volume	136,806	119,889	-16,917	-12.4%	164,055

Daily Pivots for day following 16-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,461	18,378	17,955
R3	18,226	18,143	17,891
R2	17,991	17,991	17,869
R1	17,908	17,908	17,848	17,950
PP	17,756	17,756	17,756	17,776
S1	17,673	17,673	17,805	17,715
S2	17,521	17,521	17,783
S3	17,286	17,438	17,762
S4	17,051	17,203	17,697

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	19,066	18,858	18,047
R3	18,651	18,443	17,933
R2	18,236	18,236	17,895
R1	18,028	18,028	17,857	18,132
PP	17,821	17,821	17,821	17,874
S1	17,613	17,613	17,781	17,717
S2	17,406	17,406	17,743
S3	16,991	17,198	17,705
S4	16,576	16,783	17,591

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,030	17,603	427	2.4%	200	1.1%	52%	False	True	83,255
10	18,080	17,603	477	2.7%	174	1.0%	47%	False	True	43,040
20	18,250	17,603	647	3.6%	153	0.9%	34%	False	True	21,728
40	18,250	17,601	649	3.6%	156	0.9%	35%	False	False	10,898
60	18,250	17,410	840	4.7%	154	0.9%	50%	False	False	7,270
80	18,250	17,410	840	4.7%	134	0.8%	50%	False	False	5,453
100	18,250	16,932	1,318	7.4%	112	0.6%	68%	False	False	4,363
120	18,250	16,932	1,318	7.4%	101	0.6%	68%	False	False	3,636

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	18,837
2.618	18,453
1.618	18,218
1.000	18,073
0.618	17,983
HIGH	17,838
0.618	17,748
0.500	17,721
0.382	17,693
LOW	17,603
0.618	17,458
1.000	17,368
1.618	17,223
2.618	16,988
4.250	16,604

Fisher Pivots for day following 16-Jun-2015
Pivot	1 day	3 day
R1	17,791	17,813
PP	17,756	17,800
S1	17,721	17,787

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