mini-sized Dow ($5) Future September 2013

Trading Metrics calculated at close of trading on 30-Jul-2013

Day Change Summary
	Previous	Current
	29-Jul-2013	30-Jul-2013	Change	Change %	Previous Week
Open	15,493	15,481	-12	-0.1%	15,507
High	15,505	15,537	32	0.2%	15,564
Low	15,422	15,419	-3	0.0%	15,343
Close	15,483	15,493	10	0.1%	15,498
Range	83	118	35	42.2%	221
ATR	139	137	-1	-1.1%	0
Volume	94,946	118,301	23,355	24.6%	519,392

Daily Pivots for day following 30-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	15,837	15,783	15,558
R3	15,719	15,665	15,526
R2	15,601	15,601	15,515
R1	15,547	15,547	15,504	15,574
PP	15,483	15,483	15,483	15,497
S1	15,429	15,429	15,482	15,456
S2	15,365	15,365	15,471
S3	15,247	15,311	15,461
S4	15,129	15,193	15,428

Weekly Pivots for week ending 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,131	16,036	15,620
R3	15,910	15,815	15,559
R2	15,689	15,689	15,539
R1	15,594	15,594	15,518	15,531
PP	15,468	15,468	15,468	15,437
S1	15,373	15,373	15,478	15,310
S2	15,247	15,247	15,458
S3	15,026	15,152	15,437
S4	14,805	14,931	15,377

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,564	15,343	221	1.4%	123	0.8%	68%	False	False	116,508
10	15,564	15,343	221	1.4%	109	0.7%	68%	False	False	105,304
20	15,564	14,751	813	5.2%	121	0.8%	91%	False	False	109,116
40	15,564	14,474	1,090	7.0%	173	1.1%	93%	False	False	113,587
60	15,564	14,474	1,090	7.0%	161	1.0%	93%	False	False	75,777
80	15,564	14,312	1,252	8.1%	153	1.0%	94%	False	False	56,850
100	15,564	14,237	1,327	8.6%	134	0.9%	95%	False	False	45,481
120	15,564	13,642	1,922	12.4%	114	0.7%	96%	False	False	37,901

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	30
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	16,039
2.618	15,846
1.618	15,728
1.000	15,655
0.618	15,610
HIGH	15,537
0.618	15,492
0.500	15,478
0.382	15,464
LOW	15,419
0.618	15,346
1.000	15,301
1.618	15,228
2.618	15,110
4.250	14,918

Fisher Pivots for day following 30-Jul-2013
Pivot	1 day	3 day
R1	15,488	15,475
PP	15,483	15,458
S1	15,478	15,440

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