mini-sized Dow ($5) Future September 2013


Trading Metrics calculated at close of trading on 16-Sep-2013
Day Change Summary
Previous Current
13-Sep-2013 16-Sep-2013 Change Change % Previous Week
Open 15,316 15,445 129 0.8% 14,908
High 15,397 15,640 243 1.6% 15,397
Low 15,282 15,445 163 1.1% 14,892
Close 15,382 15,504 122 0.8% 15,382
Range 115 195 80 69.6% 505
ATR 141 149 8 5.9% 0
Volume 56,304 47,990 -8,314 -14.8% 571,261
Daily Pivots for day following 16-Sep-2013
Classic Woodie Camarilla DeMark
R4 16,115 16,004 15,611
R3 15,920 15,809 15,558
R2 15,725 15,725 15,540
R1 15,614 15,614 15,522 15,670
PP 15,530 15,530 15,530 15,557
S1 15,419 15,419 15,486 15,475
S2 15,335 15,335 15,468
S3 15,140 15,224 15,451
S4 14,945 15,029 15,397
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 16,739 16,565 15,660
R3 16,234 16,060 15,521
R2 15,729 15,729 15,475
R1 15,555 15,555 15,428 15,642
PP 15,224 15,224 15,224 15,267
S1 15,050 15,050 15,336 15,137
S2 14,719 14,719 15,290
S3 14,214 14,545 15,243
S4 13,709 14,040 15,104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,640 15,040 600 3.9% 141 0.9% 77% True False 100,557
10 15,640 14,761 879 5.7% 153 1.0% 85% True False 118,777
20 15,640 14,740 900 5.8% 143 0.9% 85% True False 124,596
40 15,640 14,740 900 5.8% 134 0.9% 85% True False 122,670
60 15,640 14,474 1,166 7.5% 143 0.9% 88% True False 128,589
80 15,640 14,474 1,166 7.5% 161 1.0% 88% True False 108,999
100 15,640 14,474 1,166 7.5% 151 1.0% 88% True False 87,214
120 15,640 14,300 1,340 8.6% 144 0.9% 90% True False 72,685
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 16,469
2.618 16,151
1.618 15,956
1.000 15,835
0.618 15,761
HIGH 15,640
0.618 15,566
0.500 15,543
0.382 15,520
LOW 15,445
0.618 15,325
1.000 15,250
1.618 15,130
2.618 14,935
4.250 14,616
Fisher Pivots for day following 16-Sep-2013
Pivot 1 day 3 day
R1 15,543 15,490
PP 15,530 15,475
S1 15,517 15,461

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

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