mini-sized Dow ($5) Future March 2016

Trading Metrics calculated at close of trading on 04-Mar-2016

Day Change Summary
	Previous	Current
	03-Mar-2016	04-Mar-2016	Change	Change %	Previous Week
Open	16,858	16,926	68	0.4%	16,600
High	16,936	17,043	107	0.6%	17,043
Low	16,798	16,878	80	0.5%	16,432
Close	16,919	16,967	48	0.3%	16,967
Range	138	165	27	19.6%	611
ATR	284	275	-8	-3.0%	0
Volume	122,928	166,564	43,636	35.5%	788,772

Daily Pivots for day following 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,458	17,377	17,058
R3	17,293	17,212	17,013
R2	17,128	17,128	16,997
R1	17,047	17,047	16,982	17,088
PP	16,963	16,963	16,963	16,983
S1	16,882	16,882	16,952	16,923
S2	16,798	16,798	16,937
S3	16,633	16,717	16,922
S4	16,468	16,552	16,876

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,647	18,418	17,303
R3	18,036	17,807	17,135
R2	17,425	17,425	17,079
R1	17,196	17,196	17,023	17,311
PP	16,814	16,814	16,814	16,871
S1	16,585	16,585	16,911	16,700
S2	16,203	16,203	16,855
S3	15,592	15,974	16,799
S4	14,981	15,363	16,631

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,043	16,432	611	3.6%	224	1.3%	88%	True	False	157,754
10	17,043	16,131	912	5.4%	230	1.4%	92%	True	False	153,999
20	17,043	15,452	1,591	9.4%	273	1.6%	95%	True	False	195,945
40	17,043	15,365	1,678	9.9%	332	2.0%	95%	True	False	236,330
60	17,735	15,365	2,370	14.0%	314	1.8%	68%	False	False	200,731
80	17,825	15,365	2,460	14.5%	289	1.7%	65%	False	False	150,716
100	17,828	15,365	2,463	14.5%	263	1.5%	65%	False	False	120,603
120	17,828	15,365	2,463	14.5%	263	1.5%	65%	False	False	100,511

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	59
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	17,744
2.618	17,475
1.618	17,310
1.000	17,208
0.618	17,145
HIGH	17,043
0.618	16,980
0.500	16,961
0.382	16,941
LOW	16,878
0.618	16,776
1.000	16,713
1.618	16,611
2.618	16,446
4.250	16,177

Fisher Pivots for day following 04-Mar-2016
Pivot	1 day	3 day
R1	16,965	16,943
PP	16,963	16,918
S1	16,961	16,894

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