mini-sized Dow ($5) Future September 2016


Trading Metrics calculated at close of trading on 15-Sep-2016
Day Change Summary
Previous Current
14-Sep-2016 15-Sep-2016 Change Change % Previous Week
Open 18,108 18,017 -91 -0.5% 18,489
High 18,160 18,252 92 0.5% 18,548
Low 17,988 17,962 -26 -0.1% 18,016
Close 18,000 18,200 200 1.1% 18,041
Range 172 290 118 68.6% 532
ATR 181 189 8 4.3% 0
Volume 45,823 26,695 -19,128 -41.7% 557,576
Daily Pivots for day following 15-Sep-2016
Classic Woodie Camarilla DeMark
R4 19,008 18,894 18,360
R3 18,718 18,604 18,280
R2 18,428 18,428 18,253
R1 18,314 18,314 18,227 18,371
PP 18,138 18,138 18,138 18,167
S1 18,024 18,024 18,174 18,081
S2 17,848 17,848 18,147
S3 17,558 17,734 18,120
S4 17,268 17,444 18,041
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 19,798 19,451 18,334
R3 19,266 18,919 18,187
R2 18,734 18,734 18,139
R1 18,387 18,387 18,090 18,295
PP 18,202 18,202 18,202 18,155
S1 17,855 17,855 17,992 17,763
S2 17,670 17,670 17,944
S3 17,138 17,323 17,895
S4 16,606 16,791 17,749
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 18,462 17,897 565 3.1% 329 1.8% 54% False False 87,993
10 18,548 17,897 651 3.6% 227 1.2% 47% False False 114,703
20 18,615 17,897 718 3.9% 176 1.0% 42% False False 118,982
40 18,623 17,897 726 4.0% 149 0.8% 42% False False 116,165
60 18,623 16,961 1,662 9.1% 178 1.0% 75% False False 132,170
80 18,623 16,961 1,662 9.1% 173 0.9% 75% False False 117,600
100 18,623 16,961 1,662 9.1% 173 1.0% 75% False False 94,116
120 18,623 16,961 1,662 9.1% 169 0.9% 75% False False 78,447
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 44
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 19,485
2.618 19,011
1.618 18,721
1.000 18,542
0.618 18,431
HIGH 18,252
0.618 18,141
0.500 18,107
0.382 18,073
LOW 17,962
0.618 17,783
1.000 17,672
1.618 17,493
2.618 17,203
4.250 16,730
Fisher Pivots for day following 15-Sep-2016
Pivot 1 day 3 day
R1 18,169 18,178
PP 18,138 18,157
S1 18,107 18,135

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

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