mini-sized Dow ($5) Future March 2013

Trading Metrics calculated at close of trading on 16-Jan-2013

Day Change Summary
	Previous	Current
	15-Jan-2013	16-Jan-2013	Change	Change %	Previous Week
Open	13,438	13,476	38	0.3%	13,361
High	13,482	13,480	-2	0.0%	13,436
Low	13,378	13,388	10	0.1%	13,232
Close	13,463	13,437	-26	-0.2%	13,433
Range	104	92	-12	-11.5%	204
ATR	128	126	-3	-2.0%	0
Volume	101,346	87,864	-13,482	-13.3%	468,343

Daily Pivots for day following 16-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	13,711	13,666	13,488
R3	13,619	13,574	13,462
R2	13,527	13,527	13,454
R1	13,482	13,482	13,446	13,459
PP	13,435	13,435	13,435	13,423
S1	13,390	13,390	13,429	13,367
S2	13,343	13,343	13,420
S3	13,251	13,298	13,412
S4	13,159	13,206	13,387

Weekly Pivots for week ending 11-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	13,979	13,910	13,545
R3	13,775	13,706	13,489
R2	13,571	13,571	13,471
R1	13,502	13,502	13,452	13,537
PP	13,367	13,367	13,367	13,384
S1	13,298	13,298	13,414	13,333
S2	13,163	13,163	13,396
S3	12,959	13,094	13,377
S4	12,755	12,890	13,321

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,482	13,316	166	1.2%	86	0.6%	73%	False	False	94,524
10	13,482	13,232	250	1.9%	86	0.6%	82%	False	False	96,382
20	13,482	12,742	740	5.5%	136	1.0%	94%	False	False	103,276
40	13,482	12,512	970	7.2%	128	1.0%	95%	False	False	58,946
60	13,482	12,380	1,102	8.2%	127	0.9%	96%	False	False	39,304
80	13,482	12,380	1,102	8.2%	112	0.8%	96%	False	False	29,481
100	13,486	12,380	1,106	8.2%	95	0.7%	96%	False	False	23,587
120	13,486	12,380	1,106	8.2%	80	0.6%	96%	False	False	19,656

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,871
2.618	13,721
1.618	13,629
1.000	13,572
0.618	13,537
HIGH	13,480
0.618	13,445
0.500	13,434
0.382	13,423
LOW	13,388
0.618	13,331
1.000	13,296
1.618	13,239
2.618	13,147
4.250	12,997

Fisher Pivots for day following 16-Jan-2013
Pivot	1 day	3 day
R1	13,436	13,435
PP	13,435	13,432
S1	13,434	13,430

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