mini-sized Dow ($5) Future September 2015


Trading Metrics calculated at close of trading on 27-Aug-2015
Day Change Summary
Previous Current
26-Aug-2015 27-Aug-2015 Change Change % Previous Week
Open 15,771 16,272 501 3.2% 17,439
High 16,297 16,661 364 2.2% 17,535
Low 15,541 16,218 677 4.4% 16,429
Close 16,249 16,650 401 2.5% 16,467
Range 756 443 -313 -41.4% 1,106
ATR 361 367 6 1.6% 0
Volume 432,478 319,709 -112,769 -26.1% 1,083,027
Daily Pivots for day following 27-Aug-2015
Classic Woodie Camarilla DeMark
R4 17,839 17,687 16,894
R3 17,396 17,244 16,772
R2 16,953 16,953 16,731
R1 16,801 16,801 16,691 16,877
PP 16,510 16,510 16,510 16,548
S1 16,358 16,358 16,610 16,434
S2 16,067 16,067 16,569
S3 15,624 15,915 16,528
S4 15,181 15,472 16,406
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 16,940 15,285 1,655 9.9% 713 4.3% 82% False False 425,337
10 17,535 15,285 2,250 13.5% 469 2.8% 61% False False 291,425
20 17,721 15,285 2,436 14.6% 338 2.0% 56% False False 218,606
40 18,075 15,285 2,790 16.8% 267 1.6% 49% False False 179,038
60 18,108 15,285 2,823 17.0% 238 1.4% 48% False False 152,743
80 18,250 15,285 2,965 17.8% 216 1.3% 46% False False 114,647
100 18,250 15,285 2,965 17.8% 203 1.2% 46% False False 91,722
120 18,250 15,285 2,965 17.8% 192 1.2% 46% False False 76,436
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 64
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 18,544
2.618 17,821
1.618 17,378
1.000 17,104
0.618 16,935
HIGH 16,661
0.618 16,492
0.500 16,440
0.382 16,387
LOW 16,218
0.618 15,944
1.000 15,775
1.618 15,501
2.618 15,058
4.250 14,335
Fisher Pivots for day following 27-Aug-2015
Pivot 1 day 3 day
R1 16,580 16,467
PP 16,510 16,284
S1 16,440 16,101

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

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