mini-sized Dow ($5) Future September 2013


Trading Metrics calculated at close of trading on 13-Sep-2013
Day Change Summary
Previous Current
12-Sep-2013 13-Sep-2013 Change Change % Previous Week
Open 15,339 15,316 -23 -0.1% 14,908
High 15,347 15,397 50 0.3% 15,397
Low 15,284 15,282 -2 0.0% 14,892
Close 15,313 15,382 69 0.5% 15,382
Range 63 115 52 82.5% 505
ATR 143 141 -2 -1.4% 0
Volume 127,066 56,304 -70,762 -55.7% 571,261
Daily Pivots for day following 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 15,699 15,655 15,445
R3 15,584 15,540 15,414
R2 15,469 15,469 15,403
R1 15,425 15,425 15,393 15,447
PP 15,354 15,354 15,354 15,365
S1 15,310 15,310 15,372 15,332
S2 15,239 15,239 15,361
S3 15,124 15,195 15,351
S4 15,009 15,080 15,319
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 16,739 16,565 15,660
R3 16,234 16,060 15,521
R2 15,729 15,729 15,475
R1 15,555 15,555 15,428 15,642
PP 15,224 15,224 15,224 15,267
S1 15,050 15,050 15,336 15,137
S2 14,719 14,719 15,290
S3 14,214 14,545 15,243
S4 13,709 14,040 15,104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,397 14,892 505 3.3% 140 0.9% 97% True False 114,252
10 15,397 14,745 652 4.2% 149 1.0% 98% True False 126,957
20 15,397 14,740 657 4.3% 137 0.9% 98% True False 129,506
40 15,600 14,740 860 5.6% 132 0.9% 75% False False 123,684
60 15,600 14,474 1,126 7.3% 146 0.9% 81% False False 132,708
80 15,600 14,474 1,126 7.3% 162 1.1% 81% False False 108,400
100 15,600 14,474 1,126 7.3% 150 1.0% 81% False False 86,736
120 15,600 14,300 1,300 8.5% 142 0.9% 83% False False 72,285
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 15,886
2.618 15,698
1.618 15,583
1.000 15,512
0.618 15,468
HIGH 15,397
0.618 15,353
0.500 15,340
0.382 15,326
LOW 15,282
0.618 15,211
1.000 15,167
1.618 15,096
2.618 14,981
4.250 14,793
Fisher Pivots for day following 13-Sep-2013
Pivot 1 day 3 day
R1 15,368 15,348
PP 15,354 15,314
S1 15,340 15,280

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

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