mini-sized Dow ($5) Future September 2013

Trading Metrics calculated at close of trading on 05-Sep-2013

Day Change Summary
	Previous	Current
	04-Sep-2013	05-Sep-2013	Change	Change %	Previous Week
Open	14,818	14,935	117	0.8%	14,985
High	14,950	14,972	22	0.1%	15,033
Low	14,782	14,895	113	0.8%	14,740
Close	14,924	14,917	-7	0.0%	14,795
Range	168	77	-91	-54.2%	293
ATR	141	136	-5	-3.2%	0
Volume	114,036	87,526	-26,510	-23.2%	637,663

Daily Pivots for day following 05-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	15,159	15,115	14,959
R3	15,082	15,038	14,938
R2	15,005	15,005	14,931
R1	14,961	14,961	14,924	14,945
PP	14,928	14,928	14,928	14,920
S1	14,884	14,884	14,910	14,868
S2	14,851	14,851	14,903
S3	14,774	14,807	14,896
S4	14,697	14,730	14,875

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	14,972	14,745	227	1.5%	136	0.9%	76%	True	False	123,282
10	15,033	14,740	293	2.0%	137	0.9%	60%	False	False	125,516
20	15,523	14,740	783	5.2%	140	0.9%	23%	False	False	134,423
40	15,600	14,740	860	5.8%	124	0.8%	21%	False	False	118,897
60	15,600	14,474	1,126	7.5%	154	1.0%	39%	False	False	131,465
80	15,600	14,474	1,126	7.5%	160	1.1%	39%	False	False	98,786
100	15,600	14,312	1,288	8.6%	150	1.0%	47%	False	False	79,046
120	15,600	14,241	1,359	9.1%	140	0.9%	50%	False	False	65,874

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	35
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	15,299
2.618	15,174
1.618	15,097
1.000	15,049
0.618	15,020
HIGH	14,972
0.618	14,943
0.500	14,934
0.382	14,925
LOW	14,895
0.618	14,848
1.000	14,818
1.618	14,771
2.618	14,694
4.250	14,568

Fisher Pivots for day following 05-Sep-2013
Pivot	1 day	3 day
R1	14,934	14,900
PP	14,928	14,883
S1	14,923	14,867

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