mini-sized Dow ($5) Future September 2013


Trading Metrics calculated at close of trading on 22-May-2013
Day Change Summary
Previous Current
21-May-2013 22-May-2013 Change Change % Previous Week
Open 15,244 15,307 63 0.4% 14,962
High 15,345 15,447 102 0.7% 15,310
Low 15,231 15,180 -51 -0.3% 14,950
Close 15,286 15,251 -35 -0.2% 15,246
Range 114 267 153 134.2% 360
ATR 109 121 11 10.3% 0
Volume 61 108 47 77.0% 224
Daily Pivots for day following 22-May-2013
Classic Woodie Camarilla DeMark
R4 16,094 15,939 15,398
R3 15,827 15,672 15,325
R2 15,560 15,560 15,300
R1 15,405 15,405 15,276 15,349
PP 15,293 15,293 15,293 15,265
S1 15,138 15,138 15,227 15,082
S2 15,026 15,026 15,202
S3 14,759 14,871 15,178
S4 14,492 14,604 15,104
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 16,249 16,107 15,444
R3 15,889 15,747 15,345
R2 15,529 15,529 15,312
R1 15,387 15,387 15,279 15,458
PP 15,169 15,169 15,169 15,204
S1 15,027 15,027 15,213 15,098
S2 14,809 14,809 15,180
S3 14,449 14,667 15,147
S4 14,089 14,307 15,048
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,447 15,136 311 2.0% 140 0.9% 37% True False 67
10 15,447 14,940 507 3.3% 117 0.8% 61% True False 64
20 15,447 14,537 910 6.0% 110 0.7% 78% True False 74
40 15,447 14,300 1,147 7.5% 109 0.7% 83% True False 58
60 15,447 13,792 1,655 10.9% 91 0.6% 88% True False 40
80 15,447 13,642 1,805 11.8% 68 0.4% 89% True False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 16,582
2.618 16,146
1.618 15,879
1.000 15,714
0.618 15,612
HIGH 15,447
0.618 15,345
0.500 15,314
0.382 15,282
LOW 15,180
0.618 15,015
1.000 14,913
1.618 14,748
2.618 14,481
4.250 14,045
Fisher Pivots for day following 22-May-2013
Pivot 1 day 3 day
R1 15,314 15,314
PP 15,293 15,293
S1 15,272 15,272

These figures are updated between 7pm and 10pm EST after a trading day.

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