mini-sized Dow ($5) Future March 2016


Trading Metrics calculated at close of trading on 13-Nov-2015
Day Change Summary
Previous Current
12-Nov-2015 13-Nov-2015 Change Change % Previous Week
Open 17,592 17,359 -233 -1.3% 17,765
High 17,631 17,361 -270 -1.5% 17,787
Low 17,317 17,080 -237 -1.4% 17,080
Close 17,319 17,126 -193 -1.1% 17,126
Range 314 281 -33 -10.5% 707
ATR 191 197 6 3.4% 0
Volume 423 278 -145 -34.3% 977
Daily Pivots for day following 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 18,032 17,860 17,281
R3 17,751 17,579 17,203
R2 17,470 17,470 17,178
R1 17,298 17,298 17,152 17,244
PP 17,189 17,189 17,189 17,162
S1 17,017 17,017 17,100 16,963
S2 16,908 16,908 17,075
S3 16,627 16,736 17,049
S4 16,346 16,455 16,972
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 19,452 18,996 17,515
R3 18,745 18,289 17,321
R2 18,038 18,038 17,256
R1 17,582 17,582 17,191 17,457
PP 17,331 17,331 17,331 17,268
S1 16,875 16,875 17,061 16,750
S2 16,624 16,624 16,997
S3 15,917 16,168 16,932
S4 15,210 15,461 16,737
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17,787 17,080 707 4.1% 219 1.3% 7% False True 195
10 17,828 17,080 748 4.4% 193 1.1% 6% False True 137
20 17,828 16,957 871 5.1% 176 1.0% 19% False False 181
40 17,828 15,745 2,083 12.2% 207 1.2% 66% False False 121
60 17,828 15,495 2,333 13.6% 220 1.3% 70% False False 85
80 17,828 15,495 2,333 13.6% 194 1.1% 70% False False 63
100 17,886 15,495 2,391 14.0% 168 1.0% 68% False False 51
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 18,555
2.618 18,097
1.618 17,816
1.000 17,642
0.618 17,535
HIGH 17,361
0.618 17,254
0.500 17,221
0.382 17,187
LOW 17,080
0.618 16,906
1.000 16,799
1.618 16,625
2.618 16,344
4.250 15,886
Fisher Pivots for day following 13-Nov-2015
Pivot 1 day 3 day
R1 17,221 17,398
PP 17,189 17,307
S1 17,158 17,217

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

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