mini-sized Dow ($5) Future December 2015


Trading Metrics calculated at close of trading on 23-Nov-2015
Day Change Summary
Previous Current
20-Nov-2015 23-Nov-2015 Change Change % Previous Week
Open 17,720 17,801 81 0.5% 17,108
High 17,884 17,842 -42 -0.2% 17,884
Low 17,699 17,716 17 0.1% 17,052
Close 17,801 17,762 -39 -0.2% 17,801
Range 185 126 -59 -31.9% 832
ATR 218 211 -7 -3.0% 0
Volume 103,435 89,886 -13,549 -13.1% 709,552
Daily Pivots for day following 23-Nov-2015
Classic Woodie Camarilla DeMark
R4 18,151 18,083 17,831
R3 18,025 17,957 17,797
R2 17,899 17,899 17,785
R1 17,831 17,831 17,774 17,802
PP 17,773 17,773 17,773 17,759
S1 17,705 17,705 17,751 17,676
S2 17,647 17,647 17,739
S3 17,521 17,579 17,727
S4 17,395 17,453 17,693
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 17,400 484 2.7% 179 1.0% 75% False False 125,541
10 17,884 17,052 832 4.7% 218 1.2% 85% False False 139,037
20 17,906 17,052 854 4.8% 199 1.1% 83% False False 133,243
40 17,906 15,799 2,107 11.9% 214 1.2% 93% False False 146,651
60 17,906 15,799 2,107 11.9% 250 1.4% 93% False False 136,243
80 17,906 15,256 2,650 14.9% 268 1.5% 95% False False 102,286
100 17,979 15,256 2,723 15.3% 245 1.4% 92% False False 81,836
120 18,002 15,256 2,746 15.5% 221 1.2% 91% False False 68,201
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 18,378
2.618 18,172
1.618 18,046
1.000 17,968
0.618 17,920
HIGH 17,842
0.618 17,794
0.500 17,779
0.382 17,764
LOW 17,716
0.618 17,638
1.000 17,590
1.618 17,512
2.618 17,386
4.250 17,181
Fisher Pivots for day following 23-Nov-2015
Pivot 1 day 3 day
R1 17,779 17,765
PP 17,773 17,764
S1 17,768 17,763

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

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