mini-sized Dow ($5) Future March 2013

Trading Metrics calculated at close of trading on 24-Oct-2012

Day Change Summary
	Previous	Current
	23-Oct-2012	24-Oct-2012	Change	Change %	Previous Week
Open	13,150	12,985	-165	-1.3%	13,282
High	13,150	13,000	-150	-1.1%	13,438
Low	12,964	12,944	-20	-0.2%	13,175
Close	12,964	12,944	-20	-0.2%	13,175
Range	186	56	-130	-69.9%	263
ATR	97	95	-3	-3.0%	0
Volume	5	6	1	20.0%	25

Daily Pivots for day following 24-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,131	13,093	12,975
R3	13,075	13,037	12,960
R2	13,019	13,019	12,954
R1	12,981	12,981	12,949	12,972
PP	12,963	12,963	12,963	12,958
S1	12,925	12,925	12,939	12,916
S2	12,907	12,907	12,934
S3	12,851	12,869	12,929
S4	12,795	12,813	12,913

Weekly Pivots for week ending 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	14,052	13,876	13,320
R3	13,789	13,613	13,247
R2	13,526	13,526	13,223
R1	13,350	13,350	13,199	13,307
PP	13,263	13,263	13,263	13,241
S1	13,087	13,087	13,151	13,044
S2	13,000	13,000	13,127
S3	12,737	12,824	13,103
S4	12,474	12,561	13,030

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,415	12,944	471	3.6%	86	0.7%	0%	False	True	7
10	13,438	12,944	494	3.8%	72	0.6%	0%	False	True	7
20	13,473	12,944	529	4.1%	74	0.6%	0%	False	True	12
40	13,486	12,827	659	5.1%	56	0.4%	18%	False	False	13
60	13,486	12,676	810	6.3%	39	0.3%	33%	False	False	9

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	4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,238
2.618	13,147
1.618	13,091
1.000	13,056
0.618	13,035
HIGH	13,000
0.618	12,979
0.500	12,972
0.382	12,966
LOW	12,944
0.618	12,910
1.000	12,888
1.618	12,854
2.618	12,798
4.250	12,706

Fisher Pivots for day following 24-Oct-2012
Pivot	1 day	3 day
R1	12,972	13,080
PP	12,963	13,034
S1	12,953	12,989

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols