mini-sized Dow ($5) Future September 2015

Trading Metrics calculated at close of trading on 05-Aug-2015

Day Change Summary
	Previous	Current
	04-Aug-2015	05-Aug-2015	Change	Change %	Previous Week
Open	17,512	17,396	-116	-0.7%	17,527
High	17,557	17,595	38	0.2%	17,721
Low	17,424	17,396	-28	-0.2%	17,319
Close	17,454	17,475	21	0.1%	17,614
Range	133	199	66	49.6%	402
ATR	184	185	1	0.6%	0
Volume	125,478	129,595	4,117	3.3%	693,324

Daily Pivots for day following 05-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,086	17,979	17,585
R3	17,887	17,780	17,530
R2	17,688	17,688	17,512
R1	17,581	17,581	17,493	17,635
PP	17,489	17,489	17,489	17,515
S1	17,382	17,382	17,457	17,436
S2	17,290	17,290	17,439
S3	17,091	17,183	17,420
S4	16,892	16,984	17,366

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,757	18,588	17,835
R3	18,355	18,186	17,725
R2	17,953	17,953	17,688
R1	17,784	17,784	17,651	17,869
PP	17,551	17,551	17,551	17,594
S1	17,382	17,382	17,577	17,467
S2	17,149	17,149	17,540
S3	16,747	16,980	17,504
S4	16,345	16,578	17,393

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,721	17,396	325	1.9%	170	1.0%	24%	False	True	126,597
10	17,833	17,319	514	2.9%	190	1.1%	30%	False	False	134,210
20	18,075	17,319	756	4.3%	177	1.0%	21%	False	False	125,339
40	18,108	17,319	789	4.5%	192	1.1%	20%	False	False	132,433
60	18,250	17,319	931	5.3%	173	1.0%	17%	False	False	88,605
80	18,250	17,319	931	5.3%	172	1.0%	17%	False	False	66,463
100	18,250	17,319	931	5.3%	167	1.0%	17%	False	False	53,173
120	18,250	17,319	931	5.3%	147	0.8%	17%	False	False	44,311

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,441
2.618	18,116
1.618	17,917
1.000	17,794
0.618	17,718
HIGH	17,595
0.618	17,519
0.500	17,496
0.382	17,472
LOW	17,396
0.618	17,273
1.000	17,197
1.618	17,074
2.618	16,875
4.250	16,550

Fisher Pivots for day following 05-Aug-2015
Pivot	1 day	3 day
R1	17,496	17,527
PP	17,489	17,510
S1	17,482	17,492

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