mini-sized Dow ($5) Future September 2016
Trading Metrics calculated at close of trading on 02-Mar-2016
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.13)
Moving Averages
Strong Buy
+1.00
Oscillators
Sell
-0.22
Price Levels
Neutral
0.00
Trend
Neutral
0.00
Relative Volume (20d): 2.26x
ATR(14) %: 1.2%
20-Day Historical Volatility: 0.2%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
3.2%
3-Month (63d)
-4.4%
6-Month (126d)
—
1-Year (252d)
—
Year-To-Date (YTD)
-1.4%
52-Week Range
52W Low: 15,450 (8.1%)
Position (58%)
52W High: 17,607 (5.2%)
Daily Pivots for day following 02-Mar-2016
Weekly Pivots for week ending 26-Feb-2016
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 17,261 |
| 2.618 | 17,055 |
| 1.618 | 16,929 |
| 1.000 | 16,851 |
| 0.618 | 16,803 |
| HIGH | 16,725 |
| 0.618 | 16,677 |
| 0.500 | 16,662 |
| 0.382 | 16,647 |
| LOW | 16,599 |
| 0.618 | 16,521 |
| 1.000 | 16,473 |
| 1.618 | 16,395 |
| 2.618 | 16,269 |
| 4.250 | 16,064 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 17,098 |
| 38.2% | 16,783 |
| 50.0% | 16,529 |
| 61.8% | 16,274 |
| 78.6% | 15,912 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 16,529 | 170 | 1.0% | Above |
| 10-Day SMA | 16,396 | 303 | 1.8% | Above |
| 20-Day SMA | 16,148 | 552 | 3.4% | Above |
| 50-Day SMA | 16,308 | 391 | 2.4% | Above |
| 100-Day SMA | Insufficient data | |||
| 200-Day SMA | Insufficient data | |||
Bollinger Bands (20, 2):
Upper: 16,789
Middle: 16,148
Lower: 15,506
Bandwidth: 7.9%
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral60.94
Neutral 30–70MACD (12, 26, 9)
Bullish Cross104.93
Signal: 13.48 · Hist: 91.45Stochastic (14, 3)
Neutral%K: 97.96
%D: 91.25StochRSI (14)
Neutral%K: 93.23
%D: 91.40ADX (14) & Trend
Neutral19.84
+DI: 47.68 · -DI: 27.09CCI (20)
Neutral137.77
Range -100 to +100Williams %R (14)
Bearish-2.04
Range -100 to 0Ultimate Oscillator
Neutral62.59
Periods: 7, 14, 28ROC (12)
Bearish6.04%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control380.11
Bull: 380.11 · Bear: 254.11High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 16,725 | 16,310 | 415 | 2.5% | 184 | 1.1% | 94% | True | False | 17 |
| 10 | 16,725 | 16,189 | 536 | 3.2% | 125 | 0.7% | 95% | True | False | 14 |
| 20 | 16,725 | 15,450 | 1,275 | 7.6% | 117 | 0.7% | 98% | True | False | 12 |
| 40 | 16,940 | 15,450 | 1,490 | 8.9% | 144 | 0.9% | 84% | False | False | 10 |
| 60 | 17,582 | 15,450 | 2,132 | 12.8% | 102 | 0.6% | 59% | False | False | 7 |