mini-sized Dow ($5) Future September 2013


Trading Metrics calculated at close of trading on 05-Aug-2013
Day Change Summary
Previous Current
02-Aug-2013 05-Aug-2013 Change Change % Previous Week
Open 15,567 15,585 18 0.1% 15,493
High 15,600 15,597 -3 0.0% 15,600
Low 15,496 15,524 28 0.2% 15,419
Close 15,590 15,554 -36 -0.2% 15,590
Range 104 73 -31 -29.8% 181
ATR 137 133 -5 -3.3% 0
Volume 95,402 67,119 -28,283 -29.6% 591,699
Daily Pivots for day following 05-Aug-2013
Classic Woodie Camarilla DeMark
R4 15,777 15,739 15,594
R3 15,704 15,666 15,574
R2 15,631 15,631 15,568
R1 15,593 15,593 15,561 15,576
PP 15,558 15,558 15,558 15,550
S1 15,520 15,520 15,547 15,503
S2 15,485 15,485 15,541
S3 15,412 15,447 15,534
S4 15,339 15,374 15,514
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% 114 0.7% 75% False False 112,774
10 15,600 15,343 257 1.7% 112 0.7% 82% False False 110,840
20 15,600 15,162 438 2.8% 106 0.7% 89% False False 104,143
40 15,600 14,474 1,126 7.2% 161 1.0% 96% False False 124,584
60 15,600 14,474 1,126 7.2% 164 1.1% 96% False False 83,198
80 15,600 14,312 1,288 8.3% 153 1.0% 96% False False 62,419
100 15,600 14,241 1,359 8.7% 139 0.9% 97% False False 49,937
120 15,600 13,642 1,958 12.6% 118 0.8% 98% False False 41,614
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 15,907
2.618 15,788
1.618 15,715
1.000 15,670
0.618 15,642
HIGH 15,597
0.618 15,569
0.500 15,561
0.382 15,552
LOW 15,524
0.618 15,479
1.000 15,451
1.618 15,406
2.618 15,333
4.250 15,214
Fisher Pivots for day following 05-Aug-2013
Pivot 1 day 3 day
R1 15,561 15,548
PP 15,558 15,542
S1 15,556 15,536

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

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