mini-sized Dow ($5) Future March 2016


Trading Metrics calculated at close of trading on 27-Jan-2016
Day Change Summary
Previous Current
26-Jan-2016 27-Jan-2016 Change Change % Previous Week
Open 15,810 15,999 189 1.2% 15,875
High 16,101 16,151 50 0.3% 16,188
Low 15,640 15,789 149 1.0% 15,365
Close 16,066 15,851 -215 -1.3% 16,004
Range 461 362 -99 -21.5% 823
ATR 358 358 0 0.1% 0
Volume 193,761 261,837 68,076 35.1% 1,283,826
Daily Pivots for day following 27-Jan-2016
Classic Woodie Camarilla DeMark
R4 17,016 16,796 16,050
R3 16,654 16,434 15,951
R2 16,292 16,292 15,917
R1 16,072 16,072 15,884 16,001
PP 15,930 15,930 15,930 15,895
S1 15,710 15,710 15,818 15,639
S2 15,568 15,568 15,785
S3 15,206 15,348 15,752
S4 14,844 14,986 15,652
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 18,321 17,986 16,457
R3 17,498 17,163 16,230
R2 16,675 16,675 16,155
R1 16,340 16,340 16,080 16,508
PP 15,852 15,852 15,852 15,936
S1 15,517 15,517 15,929 15,685
S2 15,029 15,029 15,853
S3 14,206 14,694 15,778
S4 13,383 13,871 15,551
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,151 15,562 589 3.7% 359 2.3% 49% True False 239,240
10 16,533 15,365 1,168 7.4% 426 2.7% 42% False False 288,665
20 17,660 15,365 2,295 14.5% 381 2.4% 21% False False 245,447
40 17,825 15,365 2,460 15.5% 324 2.0% 20% False False 165,966
60 17,828 15,365 2,463 15.5% 278 1.8% 20% False False 110,706
80 17,828 15,365 2,463 15.5% 255 1.6% 20% False False 83,068
100 17,828 15,365 2,463 15.5% 252 1.6% 20% False False 66,460
120 17,828 15,365 2,463 15.5% 242 1.5% 20% False False 55,383
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 99
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 17,690
2.618 17,099
1.618 16,737
1.000 16,513
0.618 16,375
HIGH 16,151
0.618 16,013
0.500 15,970
0.382 15,927
LOW 15,789
0.618 15,565
1.000 15,427
1.618 15,203
2.618 14,841
4.250 14,251
Fisher Pivots for day following 27-Jan-2016
Pivot 1 day 3 day
R1 15,970 15,896
PP 15,930 15,881
S1 15,891 15,866

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

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