mini-sized Dow ($5) Future September 2015


Trading Metrics calculated at close of trading on 24-Aug-2015
Day Change Summary
Previous Current
21-Aug-2015 24-Aug-2015 Change Change % Previous Week
Open 16,917 16,405 -512 -3.0% 17,439
High 16,940 16,412 -528 -3.1% 17,535
Low 16,429 15,285 -1,144 -7.0% 16,429
Close 16,467 15,709 -758 -4.6% 16,467
Range 511 1,127 616 120.5% 1,106
ATR 232 300 68 29.2% 0
Volume 392,751 556,006 163,255 41.6% 1,083,027
Daily Pivots for day following 24-Aug-2015
Classic Woodie Camarilla DeMark
R4 19,183 18,573 16,329
R3 18,056 17,446 16,019
R2 16,929 16,929 15,916
R1 16,319 16,319 15,812 16,061
PP 15,802 15,802 15,802 15,673
S1 15,192 15,192 15,606 14,934
S2 14,675 14,675 15,503
S3 13,548 14,065 15,399
S4 12,421 12,938 15,089
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 15,285 2,250 14.3% 483 3.1% 19% False True 304,148
10 17,550 15,285 2,265 14.4% 347 2.2% 19% False True 226,071
20 17,721 15,285 2,436 15.5% 268 1.7% 17% False True 180,122
40 18,075 15,285 2,790 17.8% 235 1.5% 15% False True 165,026
60 18,108 15,285 2,823 18.0% 214 1.4% 15% False True 133,192
80 18,250 15,285 2,965 18.9% 196 1.2% 14% False True 99,924
100 18,250 15,285 2,965 18.9% 189 1.2% 14% False True 79,943
120 18,250 15,285 2,965 18.9% 177 1.1% 14% False True 66,620
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 182 trading days
Fibonacci Retracements and Extensions
4.250 21,202
2.618 19,363
1.618 18,236
1.000 17,539
0.618 17,109
HIGH 16,412
0.618 15,982
0.500 15,849
0.382 15,716
LOW 15,285
0.618 14,589
1.000 14,158
1.618 13,462
2.618 12,335
4.250 10,495
Fisher Pivots for day following 24-Aug-2015
Pivot 1 day 3 day
R1 15,849 16,303
PP 15,802 16,105
S1 15,756 15,907

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

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