mini-sized Dow ($5) Future March 2013

Trading Metrics calculated at close of trading on 28-Jan-2013

Day Change Summary
	Previous	Current
	25-Jan-2013	28-Jan-2013	Change	Change %	Previous Week
Open	13,752	13,816	64	0.5%	13,574
High	13,840	13,859	19	0.1%	13,840
Low	13,744	13,803	59	0.4%	13,531
Close	13,812	13,832	20	0.1%	13,812
Range	96	56	-40	-41.7%	309
ATR	122	118	-5	-3.9%	0
Volume	100,001	83,452	-16,549	-16.5%	429,474

Daily Pivots for day following 28-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	13,999	13,972	13,863
R3	13,943	13,916	13,848
R2	13,887	13,887	13,842
R1	13,860	13,860	13,837	13,874
PP	13,831	13,831	13,831	13,838
S1	13,804	13,804	13,827	13,818
S2	13,775	13,775	13,822
S3	13,719	13,748	13,817
S4	13,663	13,692	13,801

Weekly Pivots for week ending 25-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	14,655	14,542	13,982
R3	14,346	14,233	13,897
R2	14,037	14,037	13,869
R1	13,924	13,924	13,840	13,981
PP	13,728	13,728	13,728	13,756
S1	13,615	13,615	13,784	13,672
S2	13,419	13,419	13,755
S3	13,110	13,306	13,727
S4	12,801	12,997	13,642

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,859	13,531	328	2.4%	103	0.7%	92%	True	False	102,585
10	13,859	13,378	481	3.5%	103	0.7%	94%	True	False	100,285
20	13,859	12,742	1,117	8.1%	122	0.9%	98%	True	False	103,186
40	13,859	12,742	1,117	8.1%	124	0.9%	98%	True	False	77,027
60	13,859	12,380	1,479	10.7%	131	0.9%	98%	True	False	51,369
80	13,859	12,380	1,479	10.7%	115	0.8%	98%	True	False	38,528
100	13,859	12,380	1,479	10.7%	102	0.7%	98%	True	False	30,826
120	13,859	12,380	1,479	10.7%	87	0.6%	98%	True	False	25,689

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	23
Narrowest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	14,097
2.618	14,006
1.618	13,950
1.000	13,915
0.618	13,894
HIGH	13,859
0.618	13,838
0.500	13,831
0.382	13,825
LOW	13,803
0.618	13,769
1.000	13,747
1.618	13,713
2.618	13,657
4.250	13,565

Fisher Pivots for day following 28-Jan-2013
Pivot	1 day	3 day
R1	13,832	13,815
PP	13,831	13,797
S1	13,831	13,780

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