mini-sized Dow ($5) Future September 2013


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
30-Aug-2013 03-Sep-2013 Change Change % Previous Week
Open 14,846 14,850 4 0.0% 14,985
High 14,894 14,927 33 0.2% 15,033
Low 14,745 14,761 16 0.1% 14,740
Close 14,795 14,827 32 0.2% 14,795
Range 149 166 17 11.4% 293
ATR 137 139 2 1.5% 0
Volume 129,793 168,753 38,960 30.0% 637,663
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 15,336 15,248 14,918
R3 15,170 15,082 14,873
R2 15,004 15,004 14,858
R1 14,916 14,916 14,842 14,877
PP 14,838 14,838 14,838 14,819
S1 14,750 14,750 14,812 14,711
S2 14,672 14,672 14,797
S3 14,506 14,584 14,781
S4 14,340 14,418 14,736
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 15,735 15,558 14,956
R3 15,442 15,265 14,876
R2 15,149 15,149 14,849
R1 14,972 14,972 14,822 14,914
PP 14,856 14,856 14,856 14,827
S1 14,679 14,679 14,768 14,621
S2 14,563 14,563 14,741
S3 14,270 14,386 14,715
S4 13,977 14,093 14,634
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,943 14,740 203 1.4% 149 1.0% 43% False False 141,148
10 15,047 14,740 307 2.1% 138 0.9% 28% False False 135,993
20 15,564 14,740 824 5.6% 140 0.9% 11% False False 135,479
40 15,600 14,740 860 5.8% 123 0.8% 10% False False 119,811
60 15,600 14,474 1,126 7.6% 154 1.0% 31% False False 128,216
80 15,600 14,474 1,126 7.6% 158 1.1% 31% False False 96,268
100 15,600 14,312 1,288 8.7% 151 1.0% 40% False False 77,031
120 15,600 14,241 1,359 9.2% 139 0.9% 43% False False 64,194
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 15,633
2.618 15,362
1.618 15,196
1.000 15,093
0.618 15,030
HIGH 14,927
0.618 14,864
0.500 14,844
0.382 14,825
LOW 14,761
0.618 14,659
1.000 14,595
1.618 14,493
2.618 14,327
4.250 14,056
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 14,844 14,836
PP 14,838 14,833
S1 14,833 14,830

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

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