mini-sized Dow ($5) Future March 2016


Trading Metrics calculated at close of trading on 26-Jan-2016
Day Change Summary
Previous Current
25-Jan-2016 26-Jan-2016 Change Change % Previous Week
Open 16,008 15,810 -198 -1.2% 15,875
High 16,039 16,101 62 0.4% 16,188
Low 15,790 15,640 -150 -0.9% 15,365
Close 15,811 16,066 255 1.6% 16,004
Range 249 461 212 85.1% 823
ATR 350 358 8 2.3% 0
Volume 179,722 193,761 14,039 7.8% 1,283,826
Daily Pivots for day following 26-Jan-2016
Classic Woodie Camarilla DeMark
R4 17,319 17,153 16,320
R3 16,858 16,692 16,193
R2 16,397 16,397 16,151
R1 16,231 16,231 16,108 16,314
PP 15,936 15,936 15,936 15,977
S1 15,770 15,770 16,024 15,853
S2 15,475 15,475 15,982
S3 15,014 15,309 15,939
S4 14,553 14,848 15,813
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 18,321 17,986 16,457
R3 17,498 17,163 16,230
R2 16,675 16,675 16,155
R1 16,340 16,340 16,080 16,508
PP 15,852 15,852 15,852 15,936
S1 15,517 15,517 15,929 15,685
S2 15,029 15,029 15,853
S3 14,206 14,694 15,778
S4 13,383 13,871 15,551
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,101 15,365 736 4.6% 401 2.5% 95% True False 261,664
10 16,533 15,365 1,168 7.3% 424 2.6% 60% False False 288,520
20 17,660 15,365 2,295 14.3% 369 2.3% 31% False False 235,711
40 17,825 15,365 2,460 15.3% 319 2.0% 28% False False 159,423
60 17,828 15,365 2,463 15.3% 274 1.7% 28% False False 106,349
80 17,828 15,365 2,463 15.3% 255 1.6% 28% False False 79,796
100 17,828 15,365 2,463 15.3% 251 1.6% 28% False False 63,841
120 17,828 15,365 2,463 15.3% 240 1.5% 28% False False 53,201
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 95
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 18,060
2.618 17,308
1.618 16,847
1.000 16,562
0.618 16,386
HIGH 16,101
0.618 15,925
0.500 15,871
0.382 15,816
LOW 15,640
0.618 15,355
1.000 15,179
1.618 14,894
2.618 14,433
4.250 13,681
Fisher Pivots for day following 26-Jan-2016
Pivot 1 day 3 day
R1 16,001 16,001
PP 15,936 15,936
S1 15,871 15,871

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

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