mini-sized Dow ($5) Future March 2016


Trading Metrics calculated at close of trading on 11-Mar-2016
Day Change Summary
Previous Current
10-Mar-2016 11-Mar-2016 Change Change % Previous Week
Open 17,013 16,997 -16 -0.1% 16,972
High 17,174 17,223 49 0.3% 17,223
Low 16,816 16,984 168 1.0% 16,816
Close 16,994 17,184 190 1.1% 17,184
Range 358 239 -119 -33.2% 407
ATR 259 258 -1 -0.6% 0
Volume 244,102 95,535 -148,567 -60.9% 758,761
Daily Pivots for day following 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 17,847 17,755 17,316
R3 17,608 17,516 17,250
R2 17,369 17,369 17,228
R1 17,277 17,277 17,206 17,323
PP 17,130 17,130 17,130 17,154
S1 17,038 17,038 17,162 17,084
S2 16,891 16,891 17,140
S3 16,652 16,799 17,118
S4 16,413 16,560 17,053
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 18,295 18,147 17,408
R3 17,888 17,740 17,296
R2 17,481 17,481 17,259
R1 17,333 17,333 17,221 17,407
PP 17,074 17,074 17,074 17,112
S1 16,926 16,926 17,147 17,000
S2 16,667 16,667 17,110
S3 16,260 16,519 17,072
S4 15,853 16,112 16,960
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17,223 16,816 407 2.4% 215 1.2% 90% True False 151,752
10 17,223 16,432 791 4.6% 219 1.3% 95% True False 154,753
20 17,223 15,592 1,631 9.5% 235 1.4% 98% True False 160,361
40 17,223 15,365 1,858 10.8% 306 1.8% 98% True False 218,894
60 17,735 15,365 2,370 13.8% 306 1.8% 77% False False 204,901
80 17,825 15,365 2,460 14.3% 288 1.7% 74% False False 160,188
100 17,828 15,365 2,463 14.3% 266 1.5% 74% False False 128,187
120 17,828 15,365 2,463 14.3% 261 1.5% 74% False False 106,833
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 True
Bear Hook False
Bull Hook False
Stretch 65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 18,239
2.618 17,849
1.618 17,610
1.000 17,462
0.618 17,371
HIGH 17,223
0.618 17,132
0.500 17,104
0.382 17,075
LOW 16,984
0.618 16,836
1.000 16,745
1.618 16,597
2.618 16,358
4.250 15,968
Fisher Pivots for day following 11-Mar-2016
Pivot 1 day 3 day
R1 17,157 17,129
PP 17,130 17,074
S1 17,104 17,020

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

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