mini-sized Dow ($5) Future September 2015

Trading Metrics calculated at close of trading on 14-Aug-2015

Day Change Summary
	Previous	Current
	13-Aug-2015	14-Aug-2015	Change	Change %	Previous Week
Open	17,352	17,356	4	0.0%	17,310
High	17,436	17,449	13	0.1%	17,573
Low	17,291	17,321	30	0.2%	17,079
Close	17,369	17,439	70	0.4%	17,439
Range	145	128	-17	-11.7%	494
ATR	201	196	-5	-2.6%	0
Volume	148,301	97,286	-51,015	-34.4%	749,873

Daily Pivots for day following 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	17,787	17,741	17,510
R3	17,659	17,613	17,474
R2	17,531	17,531	17,463
R1	17,485	17,485	17,451	17,508
PP	17,403	17,403	17,403	17,415
S1	17,357	17,357	17,427	17,380
S2	17,275	17,275	17,416
S3	17,147	17,229	17,404
S4	17,019	17,101	17,369

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,846	18,636	17,711
R3	18,352	18,142	17,575
R2	17,858	17,858	17,530
R1	17,648	17,648	17,484	17,753
PP	17,364	17,364	17,364	17,416
S1	17,154	17,154	17,394	17,259
S2	16,870	16,870	17,349
S3	16,376	16,660	17,303
S4	15,882	16,166	17,167

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,573	17,079	494	2.8%	223	1.3%	73%	False	False	149,974
10	17,658	17,079	579	3.3%	208	1.2%	62%	False	False	143,523
20	18,058	17,079	979	5.6%	191	1.1%	37%	False	False	134,380
40	18,108	17,079	1,029	5.9%	192	1.1%	35%	False	False	140,467
60	18,200	17,079	1,121	6.4%	184	1.1%	32%	False	False	105,893
80	18,250	17,079	1,171	6.7%	176	1.0%	31%	False	False	79,438
100	18,250	17,079	1,171	6.7%	170	1.0%	31%	False	False	63,554
120	18,250	17,079	1,171	6.7%	157	0.9%	31%	False	False	52,962

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	29
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	17,993
2.618	17,784
1.618	17,656
1.000	17,577
0.618	17,528
HIGH	17,449
0.618	17,400
0.500	17,385
0.382	17,370
LOW	17,321
0.618	17,242
1.000	17,193
1.618	17,114
2.618	16,986
4.250	16,777

Fisher Pivots for day following 14-Aug-2015
Pivot	1 day	3 day
R1	17,421	17,381
PP	17,403	17,322
S1	17,385	17,264

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