mini-sized Dow ($5) Future March 2016


Trading Metrics calculated at close of trading on 21-Dec-2015
Day Change Summary
Previous Current
18-Dec-2015 21-Dec-2015 Change Change % Previous Week
Open 17,350 17,043 -307 -1.8% 17,168
High 17,392 17,217 -175 -1.0% 17,735
Low 17,008 17,023 15 0.1% 17,008
Close 17,017 17,178 161 0.9% 17,017
Range 384 194 -190 -49.5% 727
ATR 272 267 -5 -1.9% 0
Volume 221,125 127,075 -94,050 -42.5% 1,035,873
Daily Pivots for day following 21-Dec-2015
Classic Woodie Camarilla DeMark
R4 17,721 17,644 17,285
R3 17,527 17,450 17,231
R2 17,333 17,333 17,214
R1 17,256 17,256 17,196 17,295
PP 17,139 17,139 17,139 17,159
S1 17,062 17,062 17,160 17,101
S2 16,945 16,945 17,143
S3 16,751 16,868 17,125
S4 16,557 16,674 17,071
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 19,434 18,953 17,417
R3 18,707 18,226 17,217
R2 17,980 17,980 17,150
R1 17,499 17,499 17,084 17,376
PP 17,253 17,253 17,253 17,192
S1 16,772 16,772 16,950 16,649
S2 16,526 16,526 16,884
S3 15,799 16,045 16,817
S4 15,072 15,318 16,617
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17,735 17,008 727 4.2% 313 1.8% 23% False False 179,837
10 17,735 17,008 727 4.2% 312 1.8% 23% False False 140,771
20 17,825 17,008 817 4.8% 259 1.5% 21% False False 70,953
40 17,828 16,991 837 4.9% 222 1.3% 22% False False 35,582
60 17,828 15,745 2,083 12.1% 220 1.3% 69% False False 23,748
80 17,828 15,745 2,083 12.1% 221 1.3% 69% False False 17,816
100 17,828 15,495 2,333 13.6% 211 1.2% 72% False False 14,253
120 17,886 15,495 2,391 13.9% 192 1.1% 70% False False 11,877
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 61
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 18,042
2.618 17,725
1.618 17,531
1.000 17,411
0.618 17,337
HIGH 17,217
0.618 17,143
0.500 17,120
0.382 17,097
LOW 17,023
0.618 16,903
1.000 16,829
1.618 16,709
2.618 16,515
4.250 16,199
Fisher Pivots for day following 21-Dec-2015
Pivot 1 day 3 day
R1 17,159 17,372
PP 17,139 17,307
S1 17,120 17,243

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

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