mini-sized Dow ($5) Future December 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	17,210	16,843	-367	-2.1%	17,365
High	17,220	16,845	-375	-2.2%	17,443
Low	16,828	16,342	-486	-2.9%	16,342
Close	16,828	16,378	-450	-2.7%	16,378
Range	392	503	111	28.3%	1,101
ATR	188	211	22	12.0%	0
Volume	164	807	643	392.1%	1,528

Daily Pivots for day following 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,031	17,707	16,655
R3	17,528	17,204	16,516
R2	17,025	17,025	16,470
R1	16,701	16,701	16,424	16,612
PP	16,522	16,522	16,522	16,477
S1	16,198	16,198	16,332	16,109
S2	16,019	16,019	16,286
S3	15,516	15,695	16,240
S4	15,013	15,192	16,101

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	20,024	19,302	16,984
R3	18,923	18,201	16,681
R2	17,822	17,822	16,580
R1	17,100	17,100	16,479	16,911
PP	16,721	16,721	16,721	16,626
S1	15,999	15,999	16,277	15,810
S2	15,620	15,620	16,176
S3	14,519	14,898	16,075
S4	13,418	13,797	15,773

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,443	16,342	1,101	6.7%	286	1.7%	3%	False	True	305
10	17,472	16,342	1,130	6.9%	246	1.5%	3%	False	True	226
20	17,635	16,342	1,293	7.9%	203	1.2%	3%	False	True	136
40	17,979	16,342	1,637	10.0%	175	1.1%	2%	False	True	84
60	18,002	16,342	1,660	10.1%	142	0.9%	2%	False	True	62
80	18,149	16,342	1,807	11.0%	115	0.7%	2%	False	True	47
100	18,149	16,342	1,807	11.0%	93	0.6%	2%	False	True	38
120	18,149	16,342	1,807	11.0%	81	0.5%	2%	False	True	32

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	20
Widest range in 138 trading days

Fibonacci Retracements and Extensions
4.250	18,983
2.618	18,162
1.618	17,659
1.000	17,348
0.618	17,156
HIGH	16,845
0.618	16,653
0.500	16,594
0.382	16,534
LOW	16,342
0.618	16,031
1.000	15,839
1.618	15,528
2.618	15,025
4.250	14,204

Fisher Pivots for day following 21-Aug-2015
Pivot	1 day	3 day
R1	16,594	16,872
PP	16,522	16,707
S1	16,450	16,543

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