mini-sized Dow ($5) Future September 2013

Trading Metrics calculated at close of trading on 14-Aug-2013

Day Change Summary
	Previous	Current
	13-Aug-2013	14-Aug-2013	Change	Change %	Previous Week
Open	15,398	15,416	18	0.1%	15,585
High	15,474	15,426	-48	-0.3%	15,597
Low	15,306	15,281	-25	-0.2%	15,305
Close	15,411	15,304	-107	-0.7%	15,375
Range	168	145	-23	-13.7%	292
ATR	136	137	1	0.5%	0
Volume	145,396	145,184	-212	-0.1%	571,215

Daily Pivots for day following 14-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	15,772	15,683	15,384
R3	15,627	15,538	15,344
R2	15,482	15,482	15,331
R1	15,393	15,393	15,317	15,365
PP	15,337	15,337	15,337	15,323
S1	15,248	15,248	15,291	15,220
S2	15,192	15,192	15,278
S3	15,047	15,103	15,264
S4	14,902	14,958	15,224

Weekly Pivots for week ending 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,302	16,130	15,536
R3	16,010	15,838	15,455
R2	15,718	15,718	15,429
R1	15,546	15,546	15,402	15,486
PP	15,426	15,426	15,426	15,396
S1	15,254	15,254	15,348	15,194
S2	15,134	15,134	15,322
S3	14,842	14,962	15,295
S4	14,550	14,670	15,215

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,523	15,281	242	1.6%	149	1.0%	10%	False	True	136,050
10	15,600	15,281	319	2.1%	129	0.8%	7%	False	True	118,006
20	15,600	15,281	319	2.1%	120	0.8%	7%	False	True	113,640
40	15,600	14,474	1,126	7.4%	150	1.0%	74%	False	False	134,399
60	15,600	14,474	1,126	7.4%	168	1.1%	74%	False	False	98,240
80	15,600	14,368	1,232	8.1%	152	1.0%	76%	False	False	73,700
100	15,600	14,300	1,300	8.5%	143	0.9%	77%	False	False	58,966
120	15,600	13,642	1,958	12.8%	126	0.8%	85%	False	False	49,139

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	28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	16,042
2.618	15,806
1.618	15,661
1.000	15,571
0.618	15,516
HIGH	15,426
0.618	15,371
0.500	15,354
0.382	15,337
LOW	15,281
0.618	15,192
1.000	15,136
1.618	15,047
2.618	14,902
4.250	14,665

Fisher Pivots for day following 14-Aug-2013
Pivot	1 day	3 day
R1	15,354	15,378
PP	15,337	15,353
S1	15,321	15,329

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