mini-sized Dow ($5) Future September 2013

Trading Metrics calculated at close of trading on 02-Aug-2013

Day Change Summary
	Previous	Current
	01-Aug-2013	02-Aug-2013	Change	Change %	Previous Week
Open	15,477	15,567	90	0.6%	15,493
High	15,595	15,600	5	0.0%	15,600
Low	15,472	15,496	24	0.2%	15,419
Close	15,550	15,590	40	0.3%	15,590
Range	123	104	-19	-15.4%	181
ATR	140	137	-3	-1.8%	0
Volume	114,613	95,402	-19,211	-16.8%	591,699

Daily Pivots for day following 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	15,874	15,836	15,647
R3	15,770	15,732	15,619
R2	15,666	15,666	15,609
R1	15,628	15,628	15,600	15,647
PP	15,562	15,562	15,562	15,572
S1	15,524	15,524	15,581	15,543
S2	15,458	15,458	15,571
S3	15,354	15,420	15,562
S4	15,250	15,316	15,533

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,079	16,016	15,690
R3	15,898	15,835	15,640
R2	15,717	15,717	15,623
R1	15,654	15,654	15,607	15,686
PP	15,536	15,536	15,536	15,552
S1	15,473	15,473	15,574	15,505
S2	15,355	15,355	15,557
S3	15,174	15,292	15,540
S4	14,993	15,111	15,491

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,600	15,419	181	1.2%	116	0.7%	94%	True	False	118,339
10	15,600	15,343	257	1.6%	113	0.7%	96%	True	False	111,109
20	15,600	15,063	537	3.4%	110	0.7%	98%	True	False	106,359
40	15,600	14,474	1,126	7.2%	166	1.1%	99%	True	False	122,968
60	15,600	14,474	1,126	7.2%	164	1.0%	99%	True	False	82,081
80	15,600	14,312	1,288	8.3%	154	1.0%	99%	True	False	61,580
100	15,600	14,241	1,359	8.7%	138	0.9%	99%	True	False	49,266
120	15,600	13,642	1,958	12.6%	117	0.8%	99%	True	False	41,055

Crabel Price Patterns
NR	True
NR4	True
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	28
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	16,042
2.618	15,872
1.618	15,768
1.000	15,704
0.618	15,664
HIGH	15,600
0.618	15,560
0.500	15,548
0.382	15,536
LOW	15,496
0.618	15,432
1.000	15,392
1.618	15,328
2.618	15,224
4.250	15,054

Fisher Pivots for day following 02-Aug-2013
Pivot	1 day	3 day
R1	15,576	15,565
PP	15,562	15,540
S1	15,548	15,516

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