mini-sized Dow ($5) Future December 2015

Trading Metrics calculated at close of trading on 17-Sep-2015

Day Change Summary
	Previous	Current
	16-Sep-2015	17-Sep-2015	Change	Change %	Previous Week
Open	16,517	16,661	144	0.9%	16,014
High	16,672	16,837	165	1.0%	16,596
Low	16,466	16,517	51	0.3%	15,958
Close	16,664	16,558	-106	-0.6%	16,337
Range	206	320	114	55.3%	638
ATR	323	323	0	-0.1%	0
Volume	132,834	225,050	92,216	69.4%	179,940

Daily Pivots for day following 17-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	17,597	17,398	16,734
R3	17,277	17,078	16,646
R2	16,957	16,957	16,617
R1	16,758	16,758	16,587	16,698
PP	16,637	16,637	16,637	16,607
S1	16,438	16,438	16,529	16,378
S2	16,317	16,317	16,499
S3	15,997	16,118	16,470
S4	15,677	15,798	16,382

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	16,837	16,112	725	4.4%	262	1.6%	62%	True	False	150,147
10	16,837	15,917	920	5.6%	313	1.9%	70%	True	False	82,214
20	17,220	15,256	1,964	11.9%	412	2.5%	66%	False	False	41,605
40	17,741	15,256	2,485	15.0%	295	1.8%	52%	False	False	20,847
60	17,979	15,256	2,723	16.4%	245	1.5%	48%	False	False	13,910
80	18,002	15,256	2,746	16.6%	199	1.2%	47%	False	False	10,436
100	18,149	15,256	2,893	17.5%	165	1.0%	45%	False	False	8,349
120	18,149	15,256	2,893	17.5%	139	0.8%	45%	False	False	6,958

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	96
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,197
2.618	17,675
1.618	17,355
1.000	17,157
0.618	17,035
HIGH	16,837
0.618	16,715
0.500	16,677
0.382	16,639
LOW	16,517
0.618	16,319
1.000	16,197
1.618	15,999
2.618	15,679
4.250	15,157

Fisher Pivots for day following 17-Sep-2015
Pivot	1 day	3 day
R1	16,677	16,546
PP	16,637	16,533
S1	16,598	16,521

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