mini-sized Dow ($5) Future September 2013

Trading Metrics calculated at close of trading on 11-Jul-2013

Day Change Summary
	Previous	Current
	10-Jul-2013	11-Jul-2013	Change	Change %	Previous Week
Open	15,232	15,299	67	0.4%	14,833
High	15,318	15,419	101	0.7%	15,112
Low	15,192	15,299	107	0.7%	14,751
Close	15,243	15,393	150	1.0%	15,076
Range	126	120	-6	-4.8%	361
ATR	190	189	-1	-0.5%	0
Volume	138,627	105,725	-32,902	-23.7%	574,581

Daily Pivots for day following 11-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	15,730	15,682	15,459
R3	15,610	15,562	15,426
R2	15,490	15,490	15,415
R1	15,442	15,442	15,404	15,466
PP	15,370	15,370	15,370	15,383
S1	15,322	15,322	15,382	15,346
S2	15,250	15,250	15,371
S3	15,130	15,202	15,360
S4	15,010	15,082	15,327

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,063	15,930	15,275
R3	15,702	15,569	15,175
R2	15,341	15,341	15,142
R1	15,208	15,208	15,109	15,275
PP	14,980	14,980	14,980	15,013
S1	14,847	14,847	15,043	14,914
S2	14,619	14,619	15,010
S3	14,258	14,486	14,977
S4	13,897	14,125	14,878

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,419	14,895	524	3.4%	139	0.9%	95%	True	False	124,585
10	15,419	14,751	668	4.3%	169	1.1%	96%	True	False	135,274
20	15,419	14,474	945	6.1%	206	1.3%	97%	True	False	161,235
40	15,447	14,474	973	6.3%	194	1.3%	94%	False	False	81,317
60	15,447	14,312	1,135	7.4%	167	1.1%	95%	False	False	54,239
80	15,447	14,241	1,206	7.8%	148	1.0%	96%	False	False	40,683
100	15,447	13,642	1,805	11.7%	124	0.8%	97%	False	False	32,547
120	15,447	13,424	2,023	13.1%	103	0.7%	97%	False	False	27,123

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	42
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	15,929
2.618	15,733
1.618	15,613
1.000	15,539
0.618	15,493
HIGH	15,419
0.618	15,373
0.500	15,359
0.382	15,345
LOW	15,299
0.618	15,225
1.000	15,179
1.618	15,105
2.618	14,985
4.250	14,789

Fisher Pivots for day following 11-Jul-2013
Pivot	1 day	3 day
R1	15,382	15,359
PP	15,370	15,325
S1	15,359	15,291

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