mini-sized Dow ($5) Future March 2016

Trading Metrics calculated at close of trading on 06-Jan-2016

Day Change Summary
	Previous	Current
	05-Jan-2016	06-Jan-2016	Change	Change %	Previous Week
Open	17,086	17,074	-12	-0.1%	17,453
High	17,153	17,096	-57	-0.3%	17,660
Low	16,940	16,723	-217	-1.3%	17,298
Close	17,081	16,838	-243	-1.4%	17,341
Range	213	373	160	75.1%	362
ATR	253	262	9	3.4%	0
Volume	190,444	232,499	42,055	22.1%	295,070

Daily Pivots for day following 06-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,005	17,794	17,043
R3	17,632	17,421	16,941
R2	17,259	17,259	16,907
R1	17,048	17,048	16,872	16,967
PP	16,886	16,886	16,886	16,845
S1	16,675	16,675	16,804	16,594
S2	16,513	16,513	16,770
S3	16,140	16,302	16,736
S4	15,767	15,929	16,633

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,519	18,292	17,540
R3	18,157	17,930	17,441
R2	17,795	17,795	17,407
R1	17,568	17,568	17,374	17,501
PP	17,433	17,433	17,433	17,399
S1	17,206	17,206	17,308	17,139
S2	17,071	17,071	17,275
S3	16,709	16,844	17,242
S4	16,347	16,482	17,142

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,656	16,723	933	5.5%	305	1.8%	12%	False	True	157,953
10	17,660	16,723	937	5.6%	244	1.4%	12%	False	True	118,293
20	17,735	16,723	1,012	6.0%	278	1.6%	11%	False	True	129,532
40	17,825	16,723	1,102	6.5%	245	1.5%	10%	False	True	65,103
60	17,828	16,715	1,113	6.6%	217	1.3%	11%	False	False	43,451
80	17,828	15,745	2,083	12.4%	228	1.4%	52%	False	False	32,602
100	17,828	15,495	2,333	13.9%	227	1.3%	58%	False	False	26,082
120	17,859	15,495	2,364	14.0%	205	1.2%	57%	False	False	21,735

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,681
2.618	18,073
1.618	17,700
1.000	17,469
0.618	17,327
HIGH	17,096
0.618	16,954
0.500	16,910
0.382	16,866
LOW	16,723
0.618	16,493
1.000	16,350
1.618	16,120
2.618	15,747
4.250	15,138

Fisher Pivots for day following 06-Jan-2016
Pivot	1 day	3 day
R1	16,910	17,061
PP	16,886	16,987
S1	16,862	16,912

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