mini-sized Dow ($5) Future September 2013

Trading Metrics calculated at close of trading on 22-Jul-2013

Day Change Summary
	Previous	Current
	19-Jul-2013	22-Jul-2013	Change	Change %	Previous Week
Open	15,465	15,507	42	0.3%	15,367
High	15,511	15,541	30	0.2%	15,533
Low	15,429	15,458	29	0.2%	15,345
Close	15,506	15,491	-15	-0.1%	15,506
Range	82	83	1	1.2%	188
ATR	156	151	-5	-3.3%	0
Volume	88,567	69,810	-18,757	-21.2%	463,975

Daily Pivots for day following 22-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	15,746	15,701	15,537
R3	15,663	15,618	15,514
R2	15,580	15,580	15,506
R1	15,535	15,535	15,499	15,516
PP	15,497	15,497	15,497	15,487
S1	15,452	15,452	15,484	15,433
S2	15,414	15,414	15,476
S3	15,331	15,369	15,468
S4	15,248	15,286	15,445

Weekly Pivots for week ending 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,025	15,954	15,610
R3	15,837	15,766	15,558
R2	15,649	15,649	15,541
R1	15,578	15,578	15,523	15,614
PP	15,461	15,461	15,461	15,479
S1	15,390	15,390	15,489	15,426
S2	15,273	15,273	15,472
S3	15,085	15,202	15,454
S4	14,897	15,014	15,403

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,541	15,345	196	1.3%	99	0.6%	74%	True	False	94,149
10	15,541	15,162	379	2.4%	101	0.6%	87%	True	False	97,446
20	15,541	14,474	1,067	6.9%	153	1.0%	95%	True	False	130,788
40	15,541	14,474	1,067	6.9%	185	1.2%	95%	True	False	97,068
60	15,541	14,474	1,067	6.9%	162	1.0%	95%	True	False	64,736
80	15,541	14,300	1,241	8.0%	149	1.0%	96%	True	False	48,566
100	15,541	13,880	1,661	10.7%	129	0.8%	97%	True	False	38,853
120	15,541	13,642	1,899	12.3%	109	0.7%	97%	True	False	32,378

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	True
Bear Hook	False
Bull Hook	False
Stretch	25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	15,894
2.618	15,758
1.618	15,675
1.000	15,624
0.618	15,592
HIGH	15,541
0.618	15,509
0.500	15,500
0.382	15,490
LOW	15,458
0.618	15,407
1.000	15,375
1.618	15,324
2.618	15,241
4.250	15,105

Fisher Pivots for day following 22-Jul-2013
Pivot	1 day	3 day
R1	15,500	15,484
PP	15,497	15,477
S1	15,494	15,471

Download as Excel Spreadsheet

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

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