mini-sized Dow ($5) Future December 2015

Trading Metrics calculated at close of trading on 12-Oct-2015

Day Change Summary
	Previous	Current
	09-Oct-2015	12-Oct-2015	Change	Change %	Previous Week
Open	16,948	16,972	24	0.1%	16,354
High	17,026	17,099	73	0.4%	17,026
Low	16,910	16,943	33	0.2%	16,328
Close	16,991	17,040	49	0.3%	16,991
Range	116	156	40	34.5%	698
ATR	302	292	-10	-3.5%	0
Volume	119,038	67,274	-51,764	-43.5%	821,884

Daily Pivots for day following 12-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	17,495	17,424	17,126
R3	17,339	17,268	17,083
R2	17,183	17,183	17,069
R1	17,112	17,112	17,054	17,148
PP	17,027	17,027	17,027	17,045
S1	16,956	16,956	17,026	16,992
S2	16,871	16,871	17,012
S3	16,715	16,800	16,997
S4	16,559	16,644	16,954

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,876	18,631	17,375
R3	18,178	17,933	17,183
R2	17,480	17,480	17,119
R1	17,235	17,235	17,055	17,358
PP	16,782	16,782	16,782	16,843
S1	16,537	16,537	16,927	16,660
S2	16,084	16,084	16,863
S3	15,386	15,839	16,799
S4	14,688	15,141	16,607

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,099	16,576	523	3.1%	205	1.2%	89%	True	False	147,361
10	17,099	15,799	1,300	7.6%	273	1.6%	95%	True	False	185,943
20	17,099	15,799	1,300	7.6%	293	1.7%	95%	True	False	192,512
40	17,443	15,256	2,187	12.8%	344	2.0%	82%	False	False	104,384
60	17,951	15,256	2,695	15.8%	285	1.7%	66%	False	False	69,611
80	18,002	15,256	2,746	16.1%	250	1.5%	65%	False	False	52,218
100	18,093	15,256	2,837	16.6%	211	1.2%	63%	False	False	41,776
120	18,149	15,256	2,893	17.0%	179	1.1%	62%	False	False	34,813

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	77
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,762
2.618	17,508
1.618	17,352
1.000	17,255
0.618	17,196
HIGH	17,099
0.618	17,040
0.500	17,021
0.382	17,003
LOW	16,943
0.618	16,847
1.000	16,787
1.618	16,691
2.618	16,535
4.250	16,280

Fisher Pivots for day following 12-Oct-2015
Pivot	1 day	3 day
R1	17,034	16,990
PP	17,027	16,940
S1	17,021	16,890

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