mini-sized Dow ($5) Future June 2013

Trading Metrics calculated at close of trading on 18-Jun-2013

Day Change Summary
	Previous	Current
	17-Jun-2013	18-Jun-2013	Change	Change %	Previous Week
Open	15,052	15,192	140	0.9%	15,194
High	15,265	15,343	78	0.5%	15,293
Low	15,046	15,177	131	0.9%	14,873
Close	15,190	15,313	123	0.8%	15,056
Range	219	166	-53	-24.2%	420
ATR	191	189	-2	-0.9%	0
Volume	46,519	45,281	-1,238	-2.7%	828,659

Daily Pivots for day following 18-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	15,776	15,710	15,404
R3	15,610	15,544	15,359
R2	15,444	15,444	15,344
R1	15,378	15,378	15,328	15,411
PP	15,278	15,278	15,278	15,294
S1	15,212	15,212	15,298	15,245
S2	15,112	15,112	15,283
S3	14,946	15,046	15,267
S4	14,780	14,880	15,222

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,334	16,115	15,287
R3	15,914	15,695	15,172
R2	15,494	15,494	15,133
R1	15,275	15,275	15,095	15,175
PP	15,074	15,074	15,074	15,024
S1	14,855	14,855	15,018	14,755
S2	14,654	14,654	14,979
S3	14,234	14,435	14,941
S4	13,814	14,015	14,825

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,343	14,873	470	3.1%	231	1.5%	94%	True	False	111,838
10	15,343	14,835	508	3.3%	217	1.4%	94%	True	False	164,283
20	15,523	14,835	688	4.5%	206	1.3%	69%	False	False	182,890
40	15,523	14,444	1,079	7.0%	164	1.1%	81%	False	False	152,508
60	15,523	14,320	1,203	7.9%	159	1.0%	83%	False	False	154,926
80	15,523	13,681	1,842	12.0%	152	1.0%	89%	False	False	135,457
100	15,523	13,681	1,842	12.0%	137	0.9%	89%	False	False	108,403
120	15,523	12,700	2,823	18.4%	125	0.8%	93%	False	False	90,338

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	43
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	16,049
2.618	15,778
1.618	15,612
1.000	15,509
0.618	15,446
HIGH	15,343
0.618	15,280
0.500	15,260
0.382	15,241
LOW	15,177
0.618	15,075
1.000	15,011
1.618	14,909
2.618	14,743
4.250	14,472

Fisher Pivots for day following 18-Jun-2013
Pivot	1 day	3 day
R1	15,295	15,273
PP	15,278	15,232
S1	15,260	15,192

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