mini-sized Dow ($5) Future September 2015


Trading Metrics calculated at close of trading on 21-Aug-2015
Day Change Summary
Previous Current
20-Aug-2015 21-Aug-2015 Change Change % Previous Week
Open 17,290 16,917 -373 -2.2% 17,439
High 17,320 16,940 -380 -2.2% 17,535
Low 16,908 16,429 -479 -2.8% 16,429
Close 16,917 16,467 -450 -2.7% 16,467
Range 412 511 99 24.0% 1,106
ATR 211 232 21 10.2% 0
Volume 240,919 392,751 151,832 63.0% 1,083,027
Daily Pivots for day following 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 18,145 17,817 16,748
R3 17,634 17,306 16,608
R2 17,123 17,123 16,561
R1 16,795 16,795 16,514 16,704
PP 16,612 16,612 16,612 16,566
S1 16,284 16,284 16,420 16,193
S2 16,101 16,101 16,373
S3 15,590 15,773 16,327
S4 15,079 15,262 16,186
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 20,128 19,404 17,075
R3 19,022 18,298 16,771
R2 17,916 17,916 16,670
R1 17,192 17,192 16,569 17,001
PP 16,810 16,810 16,810 16,715
S1 16,086 16,086 16,366 15,895
S2 15,704 15,704 16,264
S3 14,598 14,980 16,163
S4 13,492 13,874 15,859
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17,535 16,429 1,106 6.7% 301 1.8% 3% False True 216,605
10 17,573 16,429 1,144 6.9% 262 1.6% 3% False True 183,290
20 17,721 16,429 1,292 7.8% 223 1.4% 3% False True 160,579
40 18,075 16,429 1,646 10.0% 210 1.3% 2% False True 154,236
60 18,108 16,429 1,679 10.2% 198 1.2% 2% False True 123,929
80 18,250 16,429 1,821 11.1% 186 1.1% 2% False True 92,974
100 18,250 16,429 1,821 11.1% 179 1.1% 2% False True 74,383
120 18,250 16,429 1,821 11.1% 168 1.0% 2% False True 61,987
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 34
Widest range in 181 trading days
Fibonacci Retracements and Extensions
4.250 19,112
2.618 18,278
1.618 17,767
1.000 17,451
0.618 17,256
HIGH 16,940
0.618 16,745
0.500 16,685
0.382 16,624
LOW 16,429
0.618 16,113
1.000 15,918
1.618 15,602
2.618 15,091
4.250 14,257
Fisher Pivots for day following 21-Aug-2015
Pivot 1 day 3 day
R1 16,685 16,970
PP 16,612 16,802
S1 16,540 16,635

These figures are updated between 7pm and 10pm EST after a trading day.

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