mini-sized Dow ($5) Future December 2015

Trading Metrics calculated at close of trading on 02-Dec-2015

Day Change Summary
	Previous	Current
	01-Dec-2015	02-Dec-2015	Change	Change %	Previous Week
Open	17,758	17,865	107	0.6%	17,801
High	17,879	17,905	26	0.1%	17,875
Low	17,752	17,695	-57	-0.3%	17,623
Close	17,862	17,758	-104	-0.6%	17,801
Range	127	210	83	65.4%	252
ATR	193	194	1	0.6%	0
Volume	124,139	132,073	7,934	6.4%	366,195

Daily Pivots for day following 02-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,416	18,297	17,874
R3	18,206	18,087	17,816
R2	17,996	17,996	17,797
R1	17,877	17,877	17,777	17,832
PP	17,786	17,786	17,786	17,763
S1	17,667	17,667	17,739	17,622
S2	17,576	17,576	17,720
S3	17,366	17,457	17,700
S4	17,156	17,247	17,643

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,522	18,414	17,940
R3	18,270	18,162	17,870
R2	18,018	18,018	17,847
R1	17,910	17,910	17,824	17,927
PP	17,766	17,766	17,766	17,775
S1	17,658	17,658	17,778	17,675
S2	17,514	17,514	17,755
S3	17,262	17,406	17,732
S4	17,010	17,154	17,663

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,905	17,695	210	1.2%	146	0.8%	30%	True	True	100,886
10	17,905	17,412	493	2.8%	167	0.9%	70%	True	False	110,349
20	17,906	17,052	854	4.8%	192	1.1%	83%	False	False	130,548
40	17,906	16,601	1,305	7.3%	190	1.1%	89%	False	False	130,496
60	17,906	15,799	2,107	11.9%	231	1.3%	93%	False	False	146,612
80	17,906	15,256	2,650	14.9%	266	1.5%	94%	False	False	110,249
100	17,979	15,256	2,723	15.3%	241	1.4%	92%	False	False	88,207
120	18,002	15,256	2,746	15.5%	225	1.3%	91%	False	False	73,512

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	41
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	18,798
2.618	18,455
1.618	18,245
1.000	18,115
0.618	18,035
HIGH	17,905
0.618	17,825
0.500	17,800
0.382	17,775
LOW	17,695
0.618	17,565
1.000	17,485
1.618	17,355
2.618	17,145
4.250	16,803

Fisher Pivots for day following 02-Dec-2015
Pivot	1 day	3 day
R1	17,800	17,800
PP	17,786	17,786
S1	17,772	17,772

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