mini-sized Dow ($5) Future March 2016

Trading Metrics calculated at close of trading on 28-Jan-2016

Day Change Summary
	Previous	Current
	27-Jan-2016	28-Jan-2016	Change	Change %	Previous Week
Open	15,999	15,861	-138	-0.9%	15,875
High	16,151	16,055	-96	-0.6%	16,188
Low	15,789	15,768	-21	-0.1%	15,365
Close	15,851	15,972	121	0.8%	16,004
Range	362	287	-75	-20.7%	823
ATR	358	353	-5	-1.4%	0
Volume	261,837	268,654	6,817	2.6%	1,283,826

Daily Pivots for day following 28-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	16,793	16,669	16,130
R3	16,506	16,382	16,051
R2	16,219	16,219	16,025
R1	16,095	16,095	15,998	16,157
PP	15,932	15,932	15,932	15,963
S1	15,808	15,808	15,946	15,870
S2	15,645	15,645	15,920
S3	15,358	15,521	15,893
S4	15,071	15,234	15,814

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	16,151	15,640	511	3.2%	337	2.1%	65%	False	False	221,836
10	16,391	15,365	1,026	6.4%	404	2.5%	59%	False	False	285,026
20	17,656	15,365	2,291	14.3%	383	2.4%	26%	False	False	254,811
40	17,825	15,365	2,460	15.4%	328	2.1%	25%	False	False	172,677
60	17,828	15,365	2,463	15.4%	280	1.8%	25%	False	False	115,183
80	17,828	15,365	2,463	15.4%	253	1.6%	25%	False	False	86,426
100	17,828	15,365	2,463	15.4%	253	1.6%	25%	False	False	69,146
120	17,828	15,365	2,463	15.4%	244	1.5%	25%	False	False	57,622

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	90
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	17,275
2.618	16,806
1.618	16,519
1.000	16,342
0.618	16,232
HIGH	16,055
0.618	15,945
0.500	15,912
0.382	15,878
LOW	15,768
0.618	15,591
1.000	15,481
1.618	15,304
2.618	15,017
4.250	14,548

Fisher Pivots for day following 28-Jan-2016
Pivot	1 day	3 day
R1	15,952	15,947
PP	15,932	15,921
S1	15,912	15,896

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