mini-sized Dow ($5) Future December 2015

Trading Metrics calculated at close of trading on 19-Oct-2015

Day Change Summary
	Previous	Current
	16-Oct-2015	19-Oct-2015	Change	Change %	Previous Week
Open	17,062	17,106	44	0.3%	16,972
High	17,126	17,148	22	0.1%	17,126
Low	17,012	17,032	20	0.1%	16,793
Close	17,115	17,117	2	0.0%	17,115
Range	114	116	2	1.8%	333
ATR	264	254	-11	-4.0%	0
Volume	108,094	109,422	1,328	1.2%	619,294

Daily Pivots for day following 19-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	17,447	17,398	17,181
R3	17,331	17,282	17,149
R2	17,215	17,215	17,138
R1	17,166	17,166	17,128	17,191
PP	17,099	17,099	17,099	17,111
S1	17,050	17,050	17,106	17,075
S2	16,983	16,983	17,096
S3	16,867	16,934	17,085
S4	16,751	16,818	17,053

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,010	17,896	17,298
R3	17,677	17,563	17,207
R2	17,344	17,344	17,176
R1	17,230	17,230	17,146	17,287
PP	17,011	17,011	17,011	17,040
S1	16,897	16,897	17,085	16,954
S2	16,678	16,678	17,054
S3	16,345	16,564	17,024
S4	16,012	16,231	16,932

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,148	16,793	355	2.1%	172	1.0%	91%	True	False	132,288
10	17,148	16,576	572	3.3%	188	1.1%	95%	True	False	139,825
20	17,148	15,799	1,349	7.9%	262	1.5%	98%	True	False	180,268
40	17,148	15,256	1,892	11.1%	330	1.9%	98%	True	False	120,881
60	17,635	15,256	2,379	13.9%	288	1.7%	78%	False	False	80,633
80	17,979	15,256	2,723	15.9%	252	1.5%	68%	False	False	60,483
100	18,002	15,256	2,746	16.0%	217	1.3%	68%	False	False	48,390
120	18,149	15,256	2,893	16.9%	186	1.1%	64%	False	False	40,325

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	True
Bear Hook	False
Bull Hook	False
Stretch	47
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,641
2.618	17,452
1.618	17,336
1.000	17,264
0.618	17,220
HIGH	17,148
0.618	17,104
0.500	17,090
0.382	17,076
LOW	17,032
0.618	16,960
1.000	16,916
1.618	16,844
2.618	16,728
4.250	16,539

Fisher Pivots for day following 19-Oct-2015
Pivot	1 day	3 day
R1	17,108	17,074
PP	17,099	17,030
S1	17,090	16,987

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