mini-sized Dow ($5) Future September 2013

Trading Metrics calculated at close of trading on 20-Sep-2013

Day Change Summary
	Previous	Current
	19-Sep-2013	20-Sep-2013	Change	Change %	Previous Week
Open	15,670	15,650	-20	-0.1%	15,445
High	15,726	15,661	-65	-0.4%	15,726
Low	15,628	15,622	-6	0.0%	15,445
Close	15,644	15,639	-5	0.0%	15,639
Range	98	39	-59	-60.2%	281
ATR	147	140	-8	-5.3%	0
Volume	26,290	1,010	-25,280	-96.2%	143,118

Daily Pivots for day following 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	15,758	15,737	15,661
R3	15,719	15,698	15,650
R2	15,680	15,680	15,646
R1	15,659	15,659	15,643	15,650
PP	15,641	15,641	15,641	15,636
S1	15,620	15,620	15,636	15,611
S2	15,602	15,602	15,632
S3	15,563	15,581	15,628
S4	15,524	15,542	15,618

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,446	16,324	15,794
R3	16,165	16,043	15,716
R2	15,884	15,884	15,691
R1	15,762	15,762	15,665	15,823
PP	15,603	15,603	15,603	15,634
S1	15,481	15,481	15,613	15,542
S2	15,322	15,322	15,588
S3	15,041	15,200	15,562
S4	14,760	14,919	15,485

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,726	15,445	281	1.8%	130	0.8%	69%	False	False	28,623
10	15,726	14,892	834	5.3%	135	0.9%	90%	False	False	71,437
20	15,726	14,740	986	6.3%	139	0.9%	91%	False	False	101,892
40	15,726	14,740	986	6.3%	136	0.9%	91%	False	False	115,134
60	15,726	14,740	986	6.3%	135	0.9%	91%	False	False	115,258
80	15,726	14,474	1,252	8.0%	157	1.0%	93%	False	False	110,170
100	15,726	14,474	1,252	8.0%	152	1.0%	93%	False	False	88,160
120	15,726	14,300	1,426	9.1%	146	0.9%	94%	False	False	73,478

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	25
Narrowest range in 91 trading days

Fibonacci Retracements and Extensions
4.250	15,827
2.618	15,763
1.618	15,724
1.000	15,700
0.618	15,685
HIGH	15,661
0.618	15,646
0.500	15,642
0.382	15,637
LOW	15,622
0.618	15,598
1.000	15,583
1.618	15,559
2.618	15,520
4.250	15,456

Fisher Pivots for day following 20-Sep-2013
Pivot	1 day	3 day
R1	15,642	15,626
PP	15,641	15,612
S1	15,640	15,599

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