mini-sized Dow ($5) Future December 2015

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

Day Change Summary
	Previous	Current
	18-Nov-2015	19-Nov-2015	Change	Change %	Previous Week
Open	17,467	17,687	220	1.3%	17,826
High	17,714	17,769	55	0.3%	17,871
Low	17,412	17,645	233	1.3%	17,153
Close	17,689	17,707	18	0.1%	17,206
Range	302	124	-178	-58.9%	718
ATR	227	220	-7	-3.2%	0
Volume	153,348	119,473	-33,875	-22.1%	737,326

Daily Pivots for day following 19-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,079	18,017	17,775
R3	17,955	17,893	17,741
R2	17,831	17,831	17,730
R1	17,769	17,769	17,718	17,800
PP	17,707	17,707	17,707	17,723
S1	17,645	17,645	17,696	17,676
S2	17,583	17,583	17,684
S3	17,459	17,521	17,673
S4	17,335	17,397	17,639

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	19,564	19,103	17,601
R3	18,846	18,385	17,404
R2	18,128	18,128	17,338
R1	17,667	17,667	17,272	17,539
PP	17,410	17,410	17,410	17,346
S1	16,949	16,949	17,140	16,821
S2	16,692	16,692	17,074
S3	15,974	16,231	17,009
S4	15,256	15,513	16,811

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,769	17,052	717	4.0%	254	1.4%	91%	True	False	157,162
10	17,871	17,052	819	4.6%	228	1.3%	80%	False	False	151,660
20	17,906	17,052	854	4.8%	198	1.1%	77%	False	False	136,358
40	17,906	15,799	2,107	11.9%	224	1.3%	91%	False	False	153,542
60	17,906	15,799	2,107	11.9%	256	1.4%	91%	False	False	133,044
80	17,906	15,256	2,650	15.0%	267	1.5%	92%	False	False	99,871
100	17,979	15,256	2,723	15.4%	244	1.4%	90%	False	False	79,904
120	18,002	15,256	2,746	15.5%	219	1.2%	89%	False	False	66,590

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	48
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	18,296
2.618	18,094
1.618	17,970
1.000	17,893
0.618	17,846
HIGH	17,769
0.618	17,722
0.500	17,707
0.382	17,692
LOW	17,645
0.618	17,568
1.000	17,521
1.618	17,444
2.618	17,320
4.250	17,118

Fisher Pivots for day following 19-Nov-2015
Pivot	1 day	3 day
R1	17,707	17,666
PP	17,707	17,625
S1	17,707	17,585

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