mini-sized Dow ($5) Future December 2015

Trading Metrics calculated at close of trading on 23-Oct-2015

Day Change Summary
	Previous	Current
	22-Oct-2015	23-Oct-2015	Change	Change %	Previous Week
Open	17,056	17,426	370	2.2%	17,106
High	17,435	17,597	162	0.9%	17,597
Low	17,042	17,402	360	2.1%	17,032
Close	17,408	17,546	138	0.8%	17,546
Range	393	195	-198	-50.4%	565
ATR	251	247	-4	-1.6%	0
Volume	177,471	160,217	-17,254	-9.7%	694,303

Daily Pivots for day following 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,100	18,018	17,653
R3	17,905	17,823	17,600
R2	17,710	17,710	17,582
R1	17,628	17,628	17,564	17,669
PP	17,515	17,515	17,515	17,536
S1	17,433	17,433	17,528	17,474
S2	17,320	17,320	17,510
S3	17,125	17,238	17,493
S4	16,930	17,043	17,439

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	19,087	18,881	17,857
R3	18,522	18,316	17,702
R2	17,957	17,957	17,650
R1	17,751	17,751	17,598	17,854
PP	17,392	17,392	17,392	17,443
S1	17,186	17,186	17,494	17,289
S2	16,827	16,827	17,443
S3	16,262	16,621	17,391
S4	15,697	16,056	17,235

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,597	17,032	565	3.2%	202	1.1%	91%	True	False	138,860
10	17,597	16,793	804	4.6%	191	1.1%	94%	True	False	131,359
20	17,597	15,799	1,798	10.2%	245	1.4%	97%	True	False	167,173
40	17,597	15,799	1,798	10.2%	278	1.6%	97%	True	False	135,371
60	17,635	15,256	2,379	13.6%	291	1.7%	96%	False	False	90,378
80	17,979	15,256	2,723	15.5%	256	1.5%	84%	False	False	67,792
100	18,002	15,256	2,746	15.7%	225	1.3%	83%	False	False	54,238
120	18,149	15,256	2,893	16.5%	192	1.1%	79%	False	False	45,199

Crabel Price Patterns
NR	True
NR4	False
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	36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,426
2.618	18,108
1.618	17,913
1.000	17,792
0.618	17,718
HIGH	17,597
0.618	17,523
0.500	17,500
0.382	17,477
LOW	17,402
0.618	17,282
1.000	17,207
1.618	17,087
2.618	16,892
4.250	16,573

Fisher Pivots for day following 23-Oct-2015
Pivot	1 day	3 day
R1	17,531	17,470
PP	17,515	17,395
S1	17,500	17,319

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