mini-sized Dow ($5) Future March 2016

Trading Metrics calculated at close of trading on 07-Jan-2016

Day Change Summary
	Previous	Current
	06-Jan-2016	07-Jan-2016	Change	Change %	Previous Week
Open	17,074	16,858	-216	-1.3%	17,453
High	17,096	16,881	-215	-1.3%	17,660
Low	16,723	16,367	-356	-2.1%	17,298
Close	16,838	16,419	-419	-2.5%	17,341
Range	373	514	141	37.8%	362
ATR	262	280	18	6.9%	0
Volume	232,499	311,903	79,404	34.2%	295,070

Daily Pivots for day following 07-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,098	17,772	16,702
R3	17,584	17,258	16,560
R2	17,070	17,070	16,513
R1	16,744	16,744	16,466	16,650
PP	16,556	16,556	16,556	16,509
S1	16,230	16,230	16,372	16,136
S2	16,042	16,042	16,325
S3	15,528	15,716	16,278
S4	15,014	15,202	16,136

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	17,536	16,367	1,169	7.1%	376	2.3%	4%	False	True	207,128
10	17,660	16,367	1,293	7.9%	268	1.6%	4%	False	True	137,883
20	17,735	16,367	1,368	8.3%	290	1.8%	4%	False	True	144,733
40	17,825	16,367	1,458	8.9%	252	1.5%	4%	False	True	72,898
60	17,828	16,367	1,461	8.9%	224	1.4%	4%	False	True	48,648
80	17,828	15,745	2,083	12.7%	233	1.4%	32%	False	False	36,500
100	17,828	15,495	2,333	14.2%	232	1.4%	40%	False	False	29,201
120	17,859	15,495	2,364	14.4%	209	1.3%	39%	False	False	24,334

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	31
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	19,066
2.618	18,227
1.618	17,713
1.000	17,395
0.618	17,199
HIGH	16,881
0.618	16,685
0.500	16,624
0.382	16,563
LOW	16,367
0.618	16,049
1.000	15,853
1.618	15,535
2.618	15,021
4.250	14,183

Fisher Pivots for day following 07-Jan-2016
Pivot	1 day	3 day
R1	16,624	16,760
PP	16,556	16,646
S1	16,487	16,533

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