mini-sized Dow ($5) Future December 2015


Trading Metrics calculated at close of trading on 16-Sep-2015
Day Change Summary
Previous Current
15-Sep-2015 16-Sep-2015 Change Change % Previous Week
Open 16,272 16,517 245 1.5% 16,014
High 16,541 16,672 131 0.8% 16,596
Low 16,205 16,466 261 1.6% 15,958
Close 16,520 16,664 144 0.9% 16,337
Range 336 206 -130 -38.7% 638
ATR 332 323 -9 -2.7% 0
Volume 149,660 132,834 -16,826 -11.2% 179,940
Daily Pivots for day following 16-Sep-2015
Classic Woodie Camarilla DeMark
R4 17,219 17,147 16,777
R3 17,013 16,941 16,721
R2 16,807 16,807 16,702
R1 16,735 16,735 16,683 16,771
PP 16,601 16,601 16,601 16,619
S1 16,529 16,529 16,645 16,565
S2 16,395 16,395 16,626
S3 16,189 16,323 16,607
S4 15,983 16,117 16,551
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 18,211 17,912 16,688
R3 17,573 17,274 16,513
R2 16,935 16,935 16,454
R1 16,636 16,636 16,396 16,786
PP 16,297 16,297 16,297 16,372
S1 15,998 15,998 16,279 16,148
S2 15,659 15,659 16,220
S3 15,021 15,360 16,162
S4 14,383 14,722 15,986
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,672 16,055 617 3.7% 259 1.6% 99% True False 114,574
10 16,672 15,917 755 4.5% 313 1.9% 99% True False 59,897
20 17,402 15,256 2,146 12.9% 408 2.4% 66% False False 30,370
40 17,741 15,256 2,485 14.9% 289 1.7% 57% False False 15,222
60 18,002 15,256 2,746 16.5% 240 1.4% 51% False False 10,161
80 18,002 15,256 2,746 16.5% 197 1.2% 51% False False 7,623
100 18,149 15,256 2,893 17.4% 162 1.0% 49% False False 6,098
120 18,149 15,256 2,893 17.4% 137 0.8% 49% False False 5,082
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 82
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 17,548
2.618 17,211
1.618 17,005
1.000 16,878
0.618 16,799
HIGH 16,672
0.618 16,593
0.500 16,569
0.382 16,545
LOW 16,466
0.618 16,339
1.000 16,260
1.618 16,133
2.618 15,927
4.250 15,591
Fisher Pivots for day following 16-Sep-2015
Pivot 1 day 3 day
R1 16,632 16,589
PP 16,601 16,514
S1 16,569 16,439

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

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