mini-sized Dow ($5) Future December 2015

Trading Metrics calculated at close of trading on 03-Sep-2015

Day Change Summary
	Previous	Current
	02-Sep-2015	03-Sep-2015	Change	Change %	Previous Week
Open	15,948	16,272	324	2.0%	16,323
High	16,255	16,446	191	1.2%	16,580
Low	15,936	16,210	274	1.7%	15,256
Close	16,241	16,258	17	0.1%	16,564
Range	319	236	-83	-26.0%	1,324
ATR	342	334	-8	-2.2%	0
Volume	1,883	3,217	1,334	70.8%	5,814

Daily Pivots for day following 03-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	17,013	16,871	16,388
R3	16,777	16,635	16,323
R2	16,541	16,541	16,301
R1	16,399	16,399	16,280	16,352
PP	16,305	16,305	16,305	16,281
S1	16,163	16,163	16,236	16,116
S2	16,069	16,069	16,215
S3	15,833	15,927	16,193
S4	15,597	15,691	16,128

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	20,105	19,659	17,292
R3	18,781	18,335	16,928
R2	17,457	17,457	16,807
R1	17,011	17,011	16,685	17,234
PP	16,133	16,133	16,133	16,245
S1	15,687	15,687	16,443	15,910
S2	14,809	14,809	16,321
S3	13,485	14,363	16,200
S4	12,161	13,039	15,836

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,580	15,868	712	4.4%	299	1.8%	55%	False	False	1,378
10	16,845	15,256	1,589	9.8%	495	3.0%	63%	False	False	1,301
20	17,472	15,256	2,216	13.6%	354	2.2%	45%	False	False	725
40	17,979	15,256	2,723	16.7%	248	1.5%	37%	False	False	381
60	18,002	15,256	2,746	16.9%	209	1.3%	36%	False	False	265
80	18,149	15,256	2,893	17.8%	166	1.0%	35%	False	False	199
100	18,149	15,256	2,893	17.8%	137	0.8%	35%	False	False	160
120	18,149	15,256	2,893	17.8%	116	0.7%	35%	False	False	133

Crabel Price Patterns
NR	True
NR4	True
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	40
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	17,449
2.618	17,064
1.618	16,828
1.000	16,682
0.618	16,592
HIGH	16,446
0.618	16,356
0.500	16,328
0.382	16,300
LOW	16,210
0.618	16,064
1.000	15,974
1.618	15,828
2.618	15,592
4.250	15,207

Fisher Pivots for day following 03-Sep-2015
Pivot	1 day	3 day
R1	16,328	16,224
PP	16,305	16,191
S1	16,281	16,157

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