mini-sized Dow ($5) Future December 2015


Trading Metrics calculated at close of trading on 12-Nov-2015
Day Change Summary
Previous Current
11-Nov-2015 12-Nov-2015 Change Change % Previous Week
Open 17,709 17,651 -58 -0.3% 17,598
High 17,799 17,715 -84 -0.5% 17,906
Low 17,643 17,391 -252 -1.4% 17,527
Close 17,655 17,398 -257 -1.5% 17,843
Range 156 324 168 107.7% 379
ATR 199 208 9 4.5% 0
Volume 111,144 172,359 61,215 55.1% 644,296
Daily Pivots for day following 12-Nov-2015
Classic Woodie Camarilla DeMark
R4 18,473 18,260 17,576
R3 18,149 17,936 17,487
R2 17,825 17,825 17,458
R1 17,612 17,612 17,428 17,557
PP 17,501 17,501 17,501 17,474
S1 17,288 17,288 17,368 17,233
S2 17,177 17,177 17,339
S3 16,853 16,964 17,309
S4 16,529 16,640 17,220
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 18,896 18,748 18,052
R3 18,517 18,369 17,947
R2 18,138 18,138 17,913
R1 17,990 17,990 17,878 18,064
PP 17,759 17,759 17,759 17,796
S1 17,611 17,611 17,808 17,685
S2 17,380 17,380 17,774
S3 17,001 17,232 17,739
S4 16,622 16,853 17,635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17,871 17,391 480 2.8% 202 1.2% 1% False True 146,158
10 17,906 17,391 515 3.0% 197 1.1% 1% False True 132,339
20 17,906 17,012 894 5.1% 181 1.0% 43% False False 129,177
40 17,906 15,799 2,107 12.1% 231 1.3% 76% False False 159,254
60 17,906 15,256 2,650 15.2% 291 1.7% 81% False False 120,037
80 17,906 15,256 2,650 15.2% 263 1.5% 81% False False 90,051
100 17,979 15,256 2,723 15.7% 239 1.4% 79% False False 72,048
120 18,002 15,256 2,746 15.8% 210 1.2% 78% False False 60,042
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 59
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 19,092
2.618 18,563
1.618 18,239
1.000 18,039
0.618 17,915
HIGH 17,715
0.618 17,591
0.500 17,553
0.382 17,515
LOW 17,391
0.618 17,191
1.000 17,067
1.618 16,867
2.618 16,543
4.250 16,014
Fisher Pivots for day following 12-Nov-2015
Pivot 1 day 3 day
R1 17,553 17,595
PP 17,501 17,529
S1 17,450 17,464

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

View Archives - Comment on this page... - Back to Index of Symbols