mini-sized Dow ($5) Future March 2016

Trading Metrics calculated at close of trading on 27-Nov-2015

Day Change Summary
	Previous	Current
	25-Nov-2015	27-Nov-2015	Change	Change %	Previous Week
Open	17,683	17,732	49	0.3%	17,755
High	17,752	17,788	36	0.2%	17,788
Low	17,675	17,648	-27	-0.2%	17,560
Close	17,727	17,724	-3	0.0%	17,724
Range	77	140	63	81.8%	228
ATR	186	183	-3	-1.8%	0
Volume	373	137	-236	-63.3%	1,157

Daily Pivots for day following 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,140	18,072	17,801
R3	18,000	17,932	17,763
R2	17,860	17,860	17,750
R1	17,792	17,792	17,737	17,756
PP	17,720	17,720	17,720	17,702
S1	17,652	17,652	17,711	17,616
S2	17,580	17,580	17,698
S3	17,440	17,512	17,686
S4	17,300	17,372	17,647

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,375	18,277	17,850
R3	18,147	18,049	17,787
R2	17,919	17,919	17,766
R1	17,821	17,821	17,745	17,756
PP	17,691	17,691	17,691	17,658
S1	17,593	17,593	17,703	17,528
S2	17,463	17,463	17,682
S3	17,235	17,365	17,661
S4	17,007	17,137	17,599

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,801	17,560	241	1.4%	138	0.8%	68%	False	False	287
10	17,801	16,991	810	4.6%	189	1.1%	90%	False	False	258
20	17,828	16,991	837	4.7%	187	1.1%	88%	False	False	186
40	17,828	15,835	1,993	11.2%	186	1.1%	95%	False	False	170
60	17,828	15,745	2,083	11.8%	204	1.1%	95%	False	False	122
80	17,828	15,495	2,333	13.2%	201	1.1%	96%	False	False	92
100	17,886	15,495	2,391	13.5%	179	1.0%	93%	False	False	74
120	17,905	15,495	2,410	13.6%	154	0.9%	92%	False	False	61

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	30
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,383
2.618	18,155
1.618	18,015
1.000	17,928
0.618	17,875
HIGH	17,788
0.618	17,735
0.500	17,718
0.382	17,702
LOW	17,648
0.618	17,562
1.000	17,508
1.618	17,422
2.618	17,282
4.250	17,053

Fisher Pivots for day following 27-Nov-2015
Pivot	1 day	3 day
R1	17,722	17,707
PP	17,720	17,691
S1	17,718	17,674

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