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)

PreviousCurrent
Metric01-Mar-201602-Mar-2016ChangeChange %Previous Week
Open16,34016,6963562.2%16,350
High16,68016,725450.3%16,610
Low16,34016,5992591.6%16,220
Close16,68016,699190.1%16,433
Range340126-214-62.9%390
ATR(14)201196-5-2.7%196
Volume15261173.3%68

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

LevelClassicWoodieCamarillaDeMark
R417,05217,00216,768
R316,92616,87616,734
R216,80016,80016,722
R116,75016,75016,71116,775
PP16,67416,67416,67416,687
S116,62416,62416,68816,649
S216,54816,54816,676
S316,42216,49816,664
S416,29616,37216,630

Weekly Pivots for week ending 26-Feb-2016

LevelClassicWoodieCamarillaDeMark
R417,59117,40216,648
R317,20117,01216,540
R216,81116,81116,505
R116,62216,62216,46916,717
PP16,42116,42116,42116,468
S116,23216,23216,39716,327
S216,03116,03116,362
S315,64115,84216,326
S415,25115,45216,219

Fisher Pivots for day following 02-Mar-2016

Pivot1 Day3 Day
R116,68716,641
PP16,67416,584
S116,66216,526

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25017,261
2.61817,055
1.61816,929
1.00016,851
0.61816,803
HIGH16,725
0.61816,677
0.50016,662
0.38216,647
LOW16,599
0.61816,521
1.00016,473
1.61816,395
2.61816,269
4.25016,064

20-Day Swing Fibonacci Retracements

Swing LevelPrice 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

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA16,5291701.0%Above
10-Day SMA16,3963031.8%Above
20-Day SMA16,1485523.4%Above
50-Day SMA16,3083912.4%Above
100-Day SMAInsufficient data
200-Day SMAInsufficient 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)

Neutral
60.94
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
104.93
Signal: 13.48 · Hist: 91.45

Stochastic (14, 3)

Neutral
%K: 97.96
%D: 91.25

StochRSI (14)

Neutral
%K: 93.23
%D: 91.40

ADX (14) & Trend

Neutral
19.84
+DI: 47.68 · -DI: 27.09

CCI (20)

Neutral
137.77
Range -100 to +100

Williams %R (14)

Bearish
-2.04
Range -100 to 0

Ultimate Oscillator

Neutral
62.59
Periods: 7, 14, 28

ROC (12)

Bearish
6.04%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
380.11
Bull: 380.11 · Bear: 254.11

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch21
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
516,72516,3104152.5%1841.1%94%TrueFalse17
1016,72516,1895363.2%1250.7%95%TrueFalse14
2016,72515,4501,2757.6%1170.7%98%TrueFalse12
4016,94015,4501,4908.9%1440.9%84%FalseFalse10
6017,58215,4502,13212.8%1020.6%59%FalseFalse7