mini-sized Dow ($5) Future March 2016

Trading Metrics calculated at close of trading on 15-Mar-2016

Day Change Summary
	Previous	Current
	14-Mar-2016	15-Mar-2016	Change	Change %	Previous Week
Open	17,184	17,220	36	0.2%	16,972
High	17,279	17,255	-24	-0.1%	17,223
Low	17,147	17,119	-28	-0.2%	16,816
Close	17,222	17,242	20	0.1%	17,184
Range	132	136	4	3.0%	407
ATR	249	241	-8	-3.2%	0
Volume	38,343	30,475	-7,868	-20.5%	758,761

Daily Pivots for day following 15-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,613	17,564	17,317
R3	17,477	17,428	17,280
R2	17,341	17,341	17,267
R1	17,292	17,292	17,255	17,317
PP	17,205	17,205	17,205	17,218
S1	17,156	17,156	17,230	17,181
S2	17,069	17,069	17,217
S3	16,933	17,020	17,205
S4	16,797	16,884	17,167

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	17,279	16,816	463	2.7%	201	1.2%	92%	False	False	109,719
10	17,279	16,744	535	3.1%	181	1.0%	93%	False	False	128,215
20	17,279	16,075	1,204	7.0%	219	1.3%	97%	False	False	141,919
40	17,279	15,365	1,914	11.1%	288	1.7%	98%	False	False	204,053
60	17,735	15,365	2,370	13.7%	300	1.7%	79%	False	False	200,155
80	17,825	15,365	2,460	14.3%	285	1.7%	76%	False	False	161,046
100	17,828	15,365	2,463	14.3%	266	1.5%	76%	False	False	128,874
120	17,828	15,365	2,463	14.3%	259	1.5%	76%	False	False	107,406

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	55
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,833
2.618	17,611
1.618	17,475
1.000	17,391
0.618	17,339
HIGH	17,255
0.618	17,203
0.500	17,187
0.382	17,171
LOW	17,119
0.618	17,035
1.000	16,983
1.618	16,899
2.618	16,763
4.250	16,541

Fisher Pivots for day following 15-Mar-2016
Pivot	1 day	3 day
R1	17,224	17,205
PP	17,205	17,168
S1	17,187	17,132

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