mini-sized Dow ($5) Future December 2015


Trading Metrics calculated at close of trading on 20-Nov-2015
Day Change Summary
Previous Current
19-Nov-2015 20-Nov-2015 Change Change % Previous Week
Open 17,687 17,720 33 0.2% 17,108
High 17,769 17,884 115 0.6% 17,884
Low 17,645 17,699 54 0.3% 17,052
Close 17,707 17,801 94 0.5% 17,801
Range 124 185 61 49.2% 832
ATR 220 218 -3 -1.1% 0
Volume 119,473 103,435 -16,038 -13.4% 709,552
Daily Pivots for day following 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 18,350 18,260 17,903
R3 18,165 18,075 17,852
R2 17,980 17,980 17,835
R1 17,890 17,890 17,818 17,935
PP 17,795 17,795 17,795 17,817
S1 17,705 17,705 17,784 17,750
S2 17,610 17,610 17,767
S3 17,425 17,520 17,750
S4 17,240 17,335 17,699
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 20,075 19,770 18,259
R3 19,243 18,938 18,030
R2 18,411 18,411 17,954
R1 18,106 18,106 17,877 18,259
PP 17,579 17,579 17,579 17,655
S1 17,274 17,274 17,725 17,427
S2 16,747 16,747 17,649
S3 15,915 16,442 17,572
S4 15,083 15,610 17,344
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17,884 17,052 832 4.7% 233 1.3% 90% True False 141,910
10 17,884 17,052 832 4.7% 231 1.3% 90% True False 144,687
20 17,906 17,052 854 4.8% 198 1.1% 88% False False 133,519
40 17,906 15,799 2,107 11.8% 221 1.2% 95% False False 150,346
60 17,906 15,799 2,107 11.8% 251 1.4% 95% False False 134,753
80 17,906 15,256 2,650 14.9% 268 1.5% 96% False False 101,163
100 17,979 15,256 2,723 15.3% 244 1.4% 93% False False 80,938
120 18,002 15,256 2,746 15.4% 221 1.2% 93% False False 67,452
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 18,670
2.618 18,368
1.618 18,183
1.000 18,069
0.618 17,998
HIGH 17,884
0.618 17,813
0.500 17,792
0.382 17,770
LOW 17,699
0.618 17,585
1.000 17,514
1.618 17,400
2.618 17,215
4.250 16,913
Fisher Pivots for day following 20-Nov-2015
Pivot 1 day 3 day
R1 17,798 17,750
PP 17,795 17,699
S1 17,792 17,648

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

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