mini-sized Dow ($5) Future March 2016


Trading Metrics calculated at close of trading on 20-Jan-2016
Day Change Summary
Previous Current
19-Jan-2016 20-Jan-2016 Change Change % Previous Week
Open 15,875 15,888 13 0.1% 16,260
High 16,188 15,939 -249 -1.5% 16,533
Low 15,794 15,365 -429 -2.7% 15,748
Close 15,913 15,717 -196 -1.2% 15,912
Range 394 574 180 45.7% 785
ATR 341 357 17 4.9% 0
Volume 348,986 373,958 24,972 7.2% 1,505,412
Daily Pivots for day following 20-Jan-2016
Classic Woodie Camarilla DeMark
R4 17,396 17,130 16,033
R3 16,822 16,556 15,875
R2 16,248 16,248 15,822
R1 15,982 15,982 15,770 15,828
PP 15,674 15,674 15,674 15,597
S1 15,408 15,408 15,665 15,254
S2 15,100 15,100 15,612
S3 14,526 14,834 15,559
S4 13,952 14,260 15,401
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 18,419 17,951 16,344
R3 17,634 17,166 16,128
R2 16,849 16,849 16,056
R1 16,381 16,381 15,984 16,223
PP 16,064 16,064 16,064 15,985
S1 15,596 15,596 15,840 15,438
S2 15,279 15,279 15,768
S3 14,494 14,811 15,696
S4 13,709 14,026 15,480
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,533 15,365 1,168 7.4% 494 3.1% 30% False True 338,091
10 17,096 15,365 1,731 11.0% 444 2.8% 20% False True 307,410
20 17,660 15,365 2,295 14.6% 335 2.1% 15% False True 207,580
40 17,825 15,365 2,460 15.7% 296 1.9% 14% False True 136,096
60 17,828 15,365 2,463 15.7% 259 1.6% 14% False True 90,801
80 17,828 15,365 2,463 15.7% 249 1.6% 14% False True 68,118
100 17,828 15,365 2,463 15.7% 243 1.5% 14% False True 54,498
120 17,828 15,365 2,463 15.7% 231 1.5% 14% False True 45,415
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 96
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 18,379
2.618 17,442
1.618 16,868
1.000 16,513
0.618 16,294
HIGH 15,939
0.618 15,720
0.500 15,652
0.382 15,584
LOW 15,365
0.618 15,010
1.000 14,791
1.618 14,436
2.618 13,862
4.250 12,926
Fisher Pivots for day following 20-Jan-2016
Pivot 1 day 3 day
R1 15,695 15,848
PP 15,674 15,804
S1 15,652 15,761

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

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