mini-sized Dow ($5) Future September 2015


Trading Metrics calculated at close of trading on 01-Sep-2015
Day Change Summary
Previous Current
31-Aug-2015 01-Sep-2015 Change Change % Previous Week
Open 16,635 16,487 -148 -0.9% 16,405
High 16,635 16,493 -142 -0.9% 16,684
Low 16,418 15,959 -459 -2.8% 15,285
Close 16,508 16,087 -421 -2.6% 16,659
Range 217 534 317 146.1% 1,399
ATR 348 363 14 4.1% 0
Volume 186,864 297,120 110,256 59.0% 1,936,279
Daily Pivots for day following 01-Sep-2015
Classic Woodie Camarilla DeMark
R4 17,782 17,468 16,381
R3 17,248 16,934 16,234
R2 16,714 16,714 16,185
R1 16,400 16,400 16,136 16,290
PP 16,180 16,180 16,180 16,125
S1 15,866 15,866 16,038 15,756
S2 15,646 15,646 15,989
S3 15,112 15,332 15,940
S4 14,578 14,798 15,793
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 20,406 19,932 17,429
R3 19,007 18,533 17,044
R2 17,608 17,608 16,916
R1 17,134 17,134 16,787 17,371
PP 16,209 16,209 16,209 16,328
S1 15,735 15,735 16,531 15,972
S2 14,810 14,810 16,403
S3 13,411 14,336 16,274
S4 12,012 12,937 15,890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,684 15,541 1,143 7.1% 434 2.7% 48% False False 287,702
10 17,511 15,285 2,226 13.8% 521 3.2% 36% False False 327,745
20 17,595 15,285 2,310 14.4% 361 2.2% 35% False False 233,548
40 18,075 15,285 2,790 17.3% 271 1.7% 29% False False 182,550
60 18,108 15,285 2,823 17.5% 247 1.5% 28% False False 164,013
80 18,250 15,285 2,965 18.4% 219 1.4% 27% False False 123,223
100 18,250 15,285 2,965 18.4% 209 1.3% 27% False False 98,585
120 18,250 15,285 2,965 18.4% 199 1.2% 27% False False 82,156
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 54
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 18,763
2.618 17,891
1.618 17,357
1.000 17,027
0.618 16,823
HIGH 16,493
0.618 16,289
0.500 16,226
0.382 16,163
LOW 15,959
0.618 15,629
1.000 15,425
1.618 15,095
2.618 14,561
4.250 13,690
Fisher Pivots for day following 01-Sep-2015
Pivot 1 day 3 day
R1 16,226 16,322
PP 16,180 16,243
S1 16,133 16,165

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

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