mini-sized Dow ($5) Future December 2015


Trading Metrics calculated at close of trading on 12-Oct-2015
Day Change Summary
Previous Current
09-Oct-2015 12-Oct-2015 Change Change % Previous Week
Open 16,948 16,972 24 0.1% 16,354
High 17,026 17,099 73 0.4% 17,026
Low 16,910 16,943 33 0.2% 16,328
Close 16,991 17,040 49 0.3% 16,991
Range 116 156 40 34.5% 698
ATR 302 292 -10 -3.5% 0
Volume 119,038 67,274 -51,764 -43.5% 821,884
Daily Pivots for day following 12-Oct-2015
Classic Woodie Camarilla DeMark
R4 17,495 17,424 17,126
R3 17,339 17,268 17,083
R2 17,183 17,183 17,069
R1 17,112 17,112 17,054 17,148
PP 17,027 17,027 17,027 17,045
S1 16,956 16,956 17,026 16,992
S2 16,871 16,871 17,012
S3 16,715 16,800 16,997
S4 16,559 16,644 16,954
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 18,876 18,631 17,375
R3 18,178 17,933 17,183
R2 17,480 17,480 17,119
R1 17,235 17,235 17,055 17,358
PP 16,782 16,782 16,782 16,843
S1 16,537 16,537 16,927 16,660
S2 16,084 16,084 16,863
S3 15,386 15,839 16,799
S4 14,688 15,141 16,607
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17,099 16,576 523 3.1% 205 1.2% 89% True False 147,361
10 17,099 15,799 1,300 7.6% 273 1.6% 95% True False 185,943
20 17,099 15,799 1,300 7.6% 293 1.7% 95% True False 192,512
40 17,443 15,256 2,187 12.8% 344 2.0% 82% False False 104,384
60 17,951 15,256 2,695 15.8% 285 1.7% 66% False False 69,611
80 18,002 15,256 2,746 16.1% 250 1.5% 65% False False 52,218
100 18,093 15,256 2,837 16.6% 211 1.2% 63% False False 41,776
120 18,149 15,256 2,893 17.0% 179 1.1% 62% False False 34,813
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 77
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 17,762
2.618 17,508
1.618 17,352
1.000 17,255
0.618 17,196
HIGH 17,099
0.618 17,040
0.500 17,021
0.382 17,003
LOW 16,943
0.618 16,847
1.000 16,787
1.618 16,691
2.618 16,535
4.250 16,280
Fisher Pivots for day following 12-Oct-2015
Pivot 1 day 3 day
R1 17,034 16,990
PP 17,027 16,940
S1 17,021 16,890

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

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