mini-sized Dow ($5) Future March 2016

Trading Metrics calculated at close of trading on 01-Sep-2015

Day Change Summary
	Previous	Current
	31-Aug-2015	01-Sep-2015	Change	Change %	Previous Week
Open	16,370	16,044	-326	-2.0%	15,863
High	16,395	16,050	-345	-2.1%	16,489
Low	16,273	15,837	-436	-2.7%	15,495
Close	16,339	15,919	-420	-2.6%	16,489
Range	122	213	91	74.6%	994
ATR	259	277	17	6.7%	0
Volume	4	13	9	225.0%	12

Daily Pivots for day following 01-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	16,574	16,460	16,036
R3	16,361	16,247	15,978
R2	16,148	16,148	15,958
R1	16,034	16,034	15,939	15,985
PP	15,935	15,935	15,935	15,911
S1	15,821	15,821	15,900	15,772
S2	15,722	15,722	15,880
S3	15,509	15,608	15,861
S4	15,296	15,395	15,802

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	19,140	18,808	17,036
R3	18,146	17,814	16,762
R2	17,152	17,152	16,671
R1	16,820	16,820	16,580	16,986
PP	16,158	16,158	16,158	16,241
S1	15,826	15,826	16,398	15,992
S2	15,164	15,164	16,307
S3	14,170	14,832	16,216
S4	13,176	13,838	15,942

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,489	15,495	994	6.2%	248	1.6%	43%	False	False	4
10	17,339	15,495	1,844	11.6%	291	1.8%	23%	False	False	4
20	17,394	15,495	1,899	11.9%	184	1.2%	22%	False	False	2
40	17,886	15,495	2,391	15.0%	136	0.9%	18%	False	False	1
60	17,905	15,495	2,410	15.1%	100	0.6%	18%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	66
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	16,955
2.618	16,608
1.618	16,395
1.000	16,263
0.618	16,182
HIGH	16,050
0.618	15,969
0.500	15,944
0.382	15,918
LOW	15,837
0.618	15,705
1.000	15,624
1.618	15,492
2.618	15,279
4.250	14,932

Fisher Pivots for day following 01-Sep-2015
Pivot	1 day	3 day
R1	15,944	16,163
PP	15,935	16,082
S1	15,927	16,000

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