mini-sized Dow ($5) Future March 2016


Trading Metrics calculated at close of trading on 05-Jan-2016
Day Change Summary
Previous Current
04-Jan-2016 05-Jan-2016 Change Change % Previous Week
Open 17,347 17,086 -261 -1.5% 17,453
High 17,399 17,153 -246 -1.4% 17,660
Low 16,860 16,940 80 0.5% 17,298
Close 17,085 17,081 -4 0.0% 17,341
Range 539 213 -326 -60.5% 362
ATR 256 253 -3 -1.2% 0
Volume 220,242 190,444 -29,798 -13.5% 295,070
Daily Pivots for day following 05-Jan-2016
Classic Woodie Camarilla DeMark
R4 17,697 17,602 17,198
R3 17,484 17,389 17,140
R2 17,271 17,271 17,120
R1 17,176 17,176 17,101 17,117
PP 17,058 17,058 17,058 17,029
S1 16,963 16,963 17,062 16,904
S2 16,845 16,845 17,042
S3 16,632 16,750 17,023
S4 16,419 16,537 16,964
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 18,519 18,292 17,540
R3 18,157 17,930 17,441
R2 17,795 17,795 17,407
R1 17,568 17,568 17,374 17,501
PP 17,433 17,433 17,433 17,399
S1 17,206 17,206 17,308 17,139
S2 17,071 17,071 17,275
S3 16,709 16,844 17,242
S4 16,347 16,482 17,142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17,660 16,860 800 4.7% 277 1.6% 28% False False 127,729
10 17,660 16,860 800 4.7% 226 1.3% 28% False False 107,750
20 17,790 16,860 930 5.4% 271 1.6% 24% False False 118,153
40 17,825 16,860 965 5.6% 239 1.4% 23% False False 59,291
60 17,828 16,715 1,113 6.5% 212 1.2% 33% False False 39,577
80 17,828 15,745 2,083 12.2% 226 1.3% 64% False False 29,695
100 17,828 15,495 2,333 13.7% 224 1.3% 68% False False 23,757
120 17,886 15,495 2,391 14.0% 202 1.2% 66% False False 19,798
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 18,058
2.618 17,711
1.618 17,498
1.000 17,366
0.618 17,285
HIGH 17,153
0.618 17,072
0.500 17,047
0.382 17,021
LOW 16,940
0.618 16,808
1.000 16,727
1.618 16,595
2.618 16,382
4.250 16,035
Fisher Pivots for day following 05-Jan-2016
Pivot 1 day 3 day
R1 17,070 17,198
PP 17,058 17,159
S1 17,047 17,120

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

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