mini-sized Dow ($5) Future September 2013

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

Day Change Summary
	Previous	Current
	27-Jun-2013	28-Jun-2013	Change	Change %	Previous Week
Open	14,831	14,937	106	0.7%	14,715
High	15,003	15,002	-1	0.0%	15,003
Low	14,820	14,801	-19	-0.1%	14,474
Close	14,936	14,824	-112	-0.7%	14,824
Range	183	201	18	9.8%	529
ATR	208	207	0	-0.2%	0
Volume	143,042	179,853	36,811	25.7%	955,298

Daily Pivots for day following 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	15,479	15,352	14,935
R3	15,278	15,151	14,879
R2	15,077	15,077	14,861
R1	14,950	14,950	14,843	14,913
PP	14,876	14,876	14,876	14,857
S1	14,749	14,749	14,806	14,712
S2	14,675	14,675	14,787
S3	14,474	14,548	14,769
S4	14,273	14,347	14,714

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,354	16,118	15,115
R3	15,825	15,589	14,970
R2	15,296	15,296	14,921
R1	15,060	15,060	14,873	15,178
PP	14,767	14,767	14,767	14,826
S1	14,531	14,531	14,776	14,649
S2	14,238	14,238	14,727
S3	13,709	14,002	14,679
S4	13,180	13,473	14,533

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,003	14,474	529	3.6%	219	1.5%	66%	False	False	191,059
10	15,278	14,474	804	5.4%	231	1.6%	44%	False	False	202,276
20	15,278	14,474	804	5.4%	222	1.5%	44%	False	False	111,022
40	15,447	14,474	973	6.6%	181	1.2%	36%	False	False	55,584
60	15,447	14,300	1,147	7.7%	163	1.1%	46%	False	False	37,079
80	15,447	14,180	1,267	8.5%	135	0.9%	51%	False	False	27,810
100	15,447	13,642	1,805	12.2%	111	0.7%	65%	False	False	22,249
120	15,447	13,108	2,339	15.8%	92	0.6%	73%	False	False	18,541

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	38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	15,856
2.618	15,528
1.618	15,327
1.000	15,203
0.618	15,126
HIGH	15,002
0.618	14,925
0.500	14,902
0.382	14,878
LOW	14,801
0.618	14,677
1.000	14,600
1.618	14,476
2.618	14,275
4.250	13,947

Fisher Pivots for day following 28-Jun-2013
Pivot	1 day	3 day
R1	14,902	14,820
PP	14,876	14,816
S1	14,850	14,812

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