mini-sized Dow ($5) Future June 2013

Trading Metrics calculated at close of trading on 05-Mar-2013

Day Change Summary
	Previous	Current
	04-Mar-2013	05-Mar-2013	Change	Change %	Previous Week
Open	13,996	14,058	62	0.4%	13,923
High	14,064	14,205	141	1.0%	14,057
Low	13,937	14,047	110	0.8%	13,681
Close	14,049	14,171	122	0.9%	14,005
Range	127	158	31	24.4%	376
ATR	118	121	3	2.4%	0
Volume	1,237	4,047	2,810	227.2%	6,033

Daily Pivots for day following 05-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	14,615	14,551	14,258
R3	14,457	14,393	14,215
R2	14,299	14,299	14,200
R1	14,235	14,235	14,186	14,267
PP	14,141	14,141	14,141	14,157
S1	14,077	14,077	14,157	14,109
S2	13,983	13,983	14,142
S3	13,825	13,919	14,128
S4	13,667	13,761	14,084

Weekly Pivots for week ending 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	15,042	14,900	14,212
R3	14,666	14,524	14,109
R2	14,290	14,290	14,074
R1	14,148	14,148	14,040	14,219
PP	13,914	13,914	13,914	13,950
S1	13,772	13,772	13,971	13,843
S2	13,538	13,538	13,936
S3	13,162	13,396	13,902
S4	12,786	13,020	13,798

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	14,205	13,784	421	3.0%	158	1.1%	92%	True	False	1,902
10	14,205	13,681	524	3.7%	156	1.1%	94%	True	False	1,225
20	14,205	13,681	524	3.7%	116	0.8%	94%	True	False	696
40	14,205	13,170	1,035	7.3%	85	0.6%	97%	True	False	379
60	14,205	12,700	1,505	10.6%	78	0.5%	98%	True	False	255
80	14,205	12,342	1,863	13.1%	69	0.5%	98%	True	False	194
100	14,205	12,342	1,863	13.1%	64	0.4%	98%	True	False	157

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	14,877
2.618	14,619
1.618	14,461
1.000	14,363
0.618	14,303
HIGH	14,205
0.618	14,145
0.500	14,126
0.382	14,107
LOW	14,047
0.618	13,949
1.000	13,889
1.618	13,791
2.618	13,633
4.250	13,376

Fisher Pivots for day following 05-Mar-2013
Pivot	1 day	3 day
R1	14,156	14,125
PP	14,141	14,078
S1	14,126	14,032

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