mini-sized Dow ($5) Future December 2015


Trading Metrics calculated at close of trading on 28-Sep-2015
Day Change Summary
Previous Current
25-Sep-2015 28-Sep-2015 Change Change % Previous Week
Open 16,094 16,162 68 0.4% 16,315
High 16,372 16,289 -83 -0.5% 16,476
Low 16,079 15,875 -204 -1.3% 15,910
Close 16,203 15,909 -294 -1.8% 16,203
Range 293 414 121 41.3% 566
ATR 318 325 7 2.2% 0
Volume 231,288 237,709 6,421 2.8% 1,018,381
Daily Pivots for day following 28-Sep-2015
Classic Woodie Camarilla DeMark
R4 17,266 17,002 16,137
R3 16,852 16,588 16,023
R2 16,438 16,438 15,985
R1 16,174 16,174 15,947 16,099
PP 16,024 16,024 16,024 15,987
S1 15,760 15,760 15,871 15,685
S2 15,610 15,610 15,833
S3 15,196 15,346 15,795
S4 14,782 14,932 15,681
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 17,894 17,615 16,514
R3 17,328 17,049 16,359
R2 16,762 16,762 16,307
R1 16,483 16,483 16,255 16,340
PP 16,196 16,196 16,196 16,125
S1 15,917 15,917 16,151 15,774
S2 15,630 15,630 16,099
S3 15,064 15,351 16,047
S4 14,498 14,785 15,892
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,470 15,875 595 3.7% 331 2.1% 6% False True 216,898
10 16,837 15,875 962 6.0% 313 2.0% 4% False True 199,081
20 16,837 15,868 969 6.1% 323 2.0% 4% False False 115,429
40 17,530 15,256 2,274 14.3% 322 2.0% 29% False False 57,922
60 17,979 15,256 2,723 17.1% 265 1.7% 24% False False 38,627
80 18,002 15,256 2,746 17.3% 225 1.4% 24% False False 28,976
100 18,149 15,256 2,893 18.2% 186 1.2% 23% False False 23,181
120 18,149 15,256 2,893 18.2% 158 1.0% 23% False False 19,318
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 68
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 18,049
2.618 17,373
1.618 16,959
1.000 16,703
0.618 16,545
HIGH 16,289
0.618 16,131
0.500 16,082
0.382 16,033
LOW 15,875
0.618 15,619
1.000 15,461
1.618 15,205
2.618 14,791
4.250 14,116
Fisher Pivots for day following 28-Sep-2015
Pivot 1 day 3 day
R1 16,082 16,124
PP 16,024 16,052
S1 15,967 15,981

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

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