mini-sized Dow ($5) Future March 2013

Trading Metrics calculated at close of trading on 01-Feb-2013

Day Change Summary
	Previous	Current
	31-Jan-2013	01-Feb-2013	Change	Change %	Previous Week
Open	13,830	13,833	3	0.0%	13,816
High	13,886	13,962	76	0.5%	13,962
Low	13,797	13,828	31	0.2%	13,797
Close	13,797	13,930	133	1.0%	13,930
Range	89	134	45	50.6%	165
ATR	114	118	4	3.2%	0
Volume	102,363	120,751	18,388	18.0%	507,259

Daily Pivots for day following 01-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	14,309	14,253	14,004
R3	14,175	14,119	13,967
R2	14,041	14,041	13,955
R1	13,985	13,985	13,942	14,013
PP	13,907	13,907	13,907	13,921
S1	13,851	13,851	13,918	13,879
S2	13,773	13,773	13,906
S3	13,639	13,717	13,893
S4	13,505	13,583	13,856

Weekly Pivots for week ending 01-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	14,391	14,326	14,021
R3	14,226	14,161	13,976
R2	14,061	14,061	13,960
R1	13,996	13,996	13,945	14,029
PP	13,896	13,896	13,896	13,913
S1	13,831	13,831	13,915	13,864
S2	13,731	13,731	13,900
S3	13,566	13,666	13,885
S4	13,401	13,501	13,839

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,962	13,797	165	1.2%	99	0.7%	81%	True	False	101,451
10	13,962	13,514	448	3.2%	103	0.7%	93%	True	False	102,648
20	13,962	13,232	730	5.2%	100	0.7%	96%	True	False	99,762
40	13,962	12,742	1,220	8.8%	124	0.9%	97%	True	False	87,593
60	13,962	12,380	1,582	11.4%	130	0.9%	98%	True	False	58,431
80	13,962	12,380	1,582	11.4%	118	0.8%	98%	True	False	43,825
100	13,962	12,380	1,582	11.4%	104	0.7%	98%	True	False	35,064
120	13,962	12,380	1,582	11.4%	90	0.6%	98%	True	False	29,221

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	14,532
2.618	14,313
1.618	14,179
1.000	14,096
0.618	14,045
HIGH	13,962
0.618	13,911
0.500	13,895
0.382	13,879
LOW	13,828
0.618	13,745
1.000	13,694
1.618	13,611
2.618	13,477
4.250	13,259

Fisher Pivots for day following 01-Feb-2013
Pivot	1 day	3 day
R1	13,918	13,913
PP	13,907	13,896
S1	13,895	13,880

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