mini-sized Dow ($5) Future September 2015

Trading Metrics calculated at close of trading on 09-Sep-2015

Day Change Summary
	Previous	Current
	08-Sep-2015	09-Sep-2015	Change	Change %	Previous Week
Open	16,090	16,465	375	2.3%	16,635
High	16,491	16,688	197	1.2%	16,635
Low	16,011	16,209	198	1.2%	15,959
Close	16,452	16,270	-182	-1.1%	16,119
Range	480	479	-1	-0.2%	676
ATR	361	369	8	2.3%	0
Volume	215,425	217,783	2,358	1.1%	1,162,619

Daily Pivots for day following 09-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	17,826	17,527	16,534
R3	17,347	17,048	16,402
R2	16,868	16,868	16,358
R1	16,569	16,569	16,314	16,479
PP	16,389	16,389	16,389	16,344
S1	16,090	16,090	16,226	16,000
S2	15,910	15,910	16,182
S3	15,431	15,611	16,138
S4	14,952	15,132	16,007

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,266	17,868	16,491
R3	17,590	17,192	16,305
R2	16,914	16,914	16,243
R1	16,516	16,516	16,181	16,377
PP	16,238	16,238	16,238	16,168
S1	15,840	15,840	16,057	15,701
S2	15,562	15,562	15,995
S3	14,886	15,164	15,933
S4	14,210	14,488	15,747

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,688	16,009	679	4.2%	377	2.3%	38%	True	False	222,368
10	16,688	15,541	1,147	7.0%	405	2.5%	64%	True	False	255,035
20	17,535	15,285	2,250	13.8%	400	2.5%	44%	False	False	253,760
40	18,075	15,285	2,790	17.1%	287	1.8%	35%	False	False	189,159
60	18,108	15,285	2,823	17.4%	264	1.6%	35%	False	False	177,569
80	18,250	15,285	2,965	18.2%	234	1.4%	33%	False	False	137,113
100	18,250	15,285	2,965	18.2%	220	1.4%	33%	False	False	109,702
120	18,250	15,285	2,965	18.2%	208	1.3%	33%	False	False	91,421

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	74
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,724
2.618	17,942
1.618	17,463
1.000	17,167
0.618	16,984
HIGH	16,688
0.618	16,505
0.500	16,449
0.382	16,392
LOW	16,209
0.618	15,913
1.000	15,730
1.618	15,434
2.618	14,955
4.250	14,173

Fisher Pivots for day following 09-Sep-2015
Pivot	1 day	3 day
R1	16,449	16,349
PP	16,389	16,322
S1	16,330	16,296

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