mini-sized Dow ($5) Future September 2015

Trading Metrics calculated at close of trading on 19-Aug-2015

Day Change Summary
	Previous	Current
	18-Aug-2015	19-Aug-2015	Change	Change %	Previous Week
Open	17,495	17,479	-16	-0.1%	17,310
High	17,535	17,511	-24	-0.1%	17,573
Low	17,435	17,248	-187	-1.1%	17,079
Close	17,482	17,285	-197	-1.1%	17,439
Range	100	263	163	163.0%	494
ATR	190	196	5	2.7%	0
Volume	107,544	223,522	115,978	107.8%	749,873

Daily Pivots for day following 19-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,137	17,974	17,430
R3	17,874	17,711	17,357
R2	17,611	17,611	17,333
R1	17,448	17,448	17,309	17,398
PP	17,348	17,348	17,348	17,323
S1	17,185	17,185	17,261	17,135
S2	17,085	17,085	17,237
S3	16,822	16,922	17,213
S4	16,559	16,659	17,140

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	17,535	17,248	287	1.7%	171	1.0%	13%	False	True	138,988
10	17,573	17,079	494	2.9%	208	1.2%	42%	False	False	148,744
20	17,833	17,079	754	4.4%	199	1.1%	27%	False	False	141,477
40	18,080	17,079	1,001	5.8%	197	1.1%	21%	False	False	144,635
60	18,108	17,079	1,029	6.0%	187	1.1%	20%	False	False	113,379
80	18,250	17,079	1,171	6.8%	179	1.0%	18%	False	False	85,054
100	18,250	17,079	1,171	6.8%	173	1.0%	18%	False	False	68,047
120	18,250	17,079	1,171	6.8%	161	0.9%	18%	False	False	56,706

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	35
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	18,629
2.618	18,200
1.618	17,937
1.000	17,774
0.618	17,674
HIGH	17,511
0.618	17,411
0.500	17,380
0.382	17,349
LOW	17,248
0.618	17,086
1.000	16,985
1.618	16,823
2.618	16,560
4.250	16,130

Fisher Pivots for day following 19-Aug-2015
Pivot	1 day	3 day
R1	17,380	17,392
PP	17,348	17,356
S1	17,317	17,321

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