mini-sized Dow ($5) Future December 2015


Trading Metrics calculated at close of trading on 27-Aug-2015
Day Change Summary
Previous Current
26-Aug-2015 27-Aug-2015 Change Change % Previous Week
Open 15,602 16,165 563 3.6% 17,365
High 16,197 16,570 373 2.3% 17,443
Low 15,460 16,130 670 4.3% 16,342
Close 16,154 16,555 401 2.5% 16,378
Range 737 440 -297 -40.3% 1,101
ATR 338 345 7 2.2% 0
Volume 908 858 -50 -5.5% 1,528
Daily Pivots for day following 27-Aug-2015
Classic Woodie Camarilla DeMark
R4 17,738 17,587 16,797
R3 17,298 17,147 16,676
R2 16,858 16,858 16,636
R1 16,707 16,707 16,595 16,783
PP 16,418 16,418 16,418 16,456
S1 16,267 16,267 16,515 16,343
S2 15,978 15,978 16,474
S3 15,538 15,827 16,434
S4 15,098 15,387 16,313
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 20,024 19,302 16,984
R3 18,923 18,201 16,681
R2 17,822 17,822 16,580
R1 17,100 17,100 16,479 16,911
PP 16,721 16,721 16,721 16,626
S1 15,999 15,999 16,277 15,810
S2 15,620 15,620 16,176
S3 14,519 14,898 16,075
S4 13,418 13,797 15,773
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,845 15,256 1,589 9.6% 692 4.2% 82% False False 1,224
10 17,443 15,256 2,187 13.2% 450 2.7% 59% False False 699
20 17,635 15,256 2,379 14.4% 317 1.9% 55% False False 392
40 17,979 15,256 2,723 16.4% 233 1.4% 48% False False 214
60 18,002 15,256 2,746 16.6% 190 1.1% 47% False False 150
80 18,149 15,256 2,893 17.5% 149 0.9% 45% False False 114
100 18,149 15,256 2,893 17.5% 123 0.7% 45% False False 91
120 18,149 15,256 2,893 17.5% 105 0.6% 45% False False 76
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 39
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 18,440
2.618 17,722
1.618 17,282
1.000 17,010
0.618 16,842
HIGH 16,570
0.618 16,402
0.500 16,350
0.382 16,298
LOW 16,130
0.618 15,858
1.000 15,690
1.618 15,418
2.618 14,978
4.250 14,260
Fisher Pivots for day following 27-Aug-2015
Pivot 1 day 3 day
R1 16,487 16,375
PP 16,418 16,195
S1 16,350 16,015

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

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