mini-sized Dow ($5) Future March 2015


Trading Metrics calculated at close of trading on 10-Nov-2014
Day Change Summary
Previous Current
07-Nov-2014 10-Nov-2014 Change Change % Previous Week
Open 17,452 17,418 -34 -0.2% 17,153
High 17,460 17,490 30 0.2% 17,460
Low 17,370 17,404 34 0.2% 17,153
Close 17,429 17,478 49 0.3% 17,429
Range 90 86 -4 -4.4% 307
ATR 179 173 -7 -3.7% 0
Volume 66 33 -33 -50.0% 395
Daily Pivots for day following 10-Nov-2014
Classic Woodie Camarilla DeMark
R4 17,715 17,683 17,525
R3 17,629 17,597 17,502
R2 17,543 17,543 17,494
R1 17,511 17,511 17,486 17,527
PP 17,457 17,457 17,457 17,466
S1 17,425 17,425 17,470 17,441
S2 17,371 17,371 17,462
S3 17,285 17,339 17,454
S4 17,199 17,253 17,431
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 18,268 18,156 17,598
R3 17,961 17,849 17,514
R2 17,654 17,654 17,485
R1 17,542 17,542 17,457 17,598
PP 17,347 17,347 17,347 17,376
S1 17,235 17,235 17,401 17,291
S2 17,040 17,040 17,373
S3 16,733 16,928 17,345
S4 16,426 16,621 17,260
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17,490 17,173 317 1.8% 88 0.5% 96% True False 72
10 17,490 16,745 745 4.3% 140 0.8% 98% True False 59
20 17,490 15,740 1,750 10.0% 188 1.1% 99% True False 41
40 17,490 15,740 1,750 10.0% 177 1.0% 99% True False 27
60 17,490 15,740 1,750 10.0% 130 0.7% 99% True False 21
80 17,490 15,740 1,750 10.0% 103 0.6% 99% True False 16
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 13
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 17,856
2.618 17,715
1.618 17,629
1.000 17,576
0.618 17,543
HIGH 17,490
0.618 17,457
0.500 17,447
0.382 17,437
LOW 17,404
0.618 17,351
1.000 17,318
1.618 17,265
2.618 17,179
4.250 17,039
Fisher Pivots for day following 10-Nov-2014
Pivot 1 day 3 day
R1 17,468 17,451
PP 17,457 17,424
S1 17,447 17,398

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

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