mini-sized Dow ($5) Future September 2015

Trading Metrics calculated at close of trading on 06-Jul-2015

Day Change Summary
	Previous	Current
	02-Jul-2015	06-Jul-2015	Change	Change %	Previous Week
Open	17,677	17,412	-265	-1.5%	17,689
High	17,737	17,671	-66	-0.4%	17,757
Low	17,593	17,354	-239	-1.4%	17,475
Close	17,649	17,627	-22	-0.1%	17,649
Range	144	317	173	120.1%	282
ATR	183	193	10	5.2%	0
Volume	106,283	189,947	83,664	78.7%	723,734

Daily Pivots for day following 06-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,502	18,381	17,801
R3	18,185	18,064	17,714
R2	17,868	17,868	17,685
R1	17,747	17,747	17,656	17,808
PP	17,551	17,551	17,551	17,581
S1	17,430	17,430	17,598	17,491
S2	17,234	17,234	17,569
S3	16,917	17,113	17,540
S4	16,600	16,796	17,453

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,473	18,343	17,804
R3	18,191	18,061	17,727
R2	17,909	17,909	17,701
R1	17,779	17,779	17,675	17,703
PP	17,627	17,627	17,627	17,589
S1	17,497	17,497	17,623	17,421
S2	17,345	17,345	17,597
S3	17,063	17,215	17,572
S4	16,781	16,933	17,494

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,757	17,354	403	2.3%	216	1.2%	68%	False	True	182,736
10	18,108	17,354	754	4.3%	184	1.0%	36%	False	True	147,023
20	18,108	17,354	754	4.3%	185	1.1%	36%	False	True	114,579
40	18,250	17,354	896	5.1%	163	0.9%	30%	False	True	57,659
60	18,250	17,354	896	5.1%	164	0.9%	30%	False	True	38,448
80	18,250	17,354	896	5.1%	160	0.9%	30%	False	True	28,838
100	18,250	17,354	896	5.1%	134	0.8%	30%	False	True	23,071
120	18,250	16,932	1,318	7.5%	117	0.7%	53%	False	False	19,226

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	44
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	19,018
2.618	18,501
1.618	18,184
1.000	17,988
0.618	17,867
HIGH	17,671
0.618	17,550
0.500	17,513
0.382	17,475
LOW	17,354
0.618	17,158
1.000	17,037
1.618	16,841
2.618	16,524
4.250	16,007

Fisher Pivots for day following 06-Jul-2015
Pivot	1 day	3 day
R1	17,589	17,600
PP	17,551	17,573
S1	17,513	17,546

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