mini-sized Dow ($5) Future December 2013

Trading Metrics calculated at close of trading on 06-Nov-2013

Day Change Summary
	Previous	Current
	05-Nov-2013	06-Nov-2013	Change	Change %	Previous Week
Open	15,574	15,553	-21	-0.1%	15,493
High	15,589	15,698	109	0.7%	15,676
Low	15,456	15,546	90	0.6%	15,468
Close	15,550	15,683	133	0.9%	15,542
Range	133	152	19	14.3%	208
ATR	139	140	1	0.7%	0
Volume	140,629	133,805	-6,824	-4.9%	631,742

Daily Pivots for day following 06-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,098	16,043	15,767
R3	15,946	15,891	15,725
R2	15,794	15,794	15,711
R1	15,739	15,739	15,697	15,767
PP	15,642	15,642	15,642	15,656
S1	15,587	15,587	15,669	15,615
S2	15,490	15,490	15,655
S3	15,338	15,435	15,641
S4	15,186	15,283	15,600

Weekly Pivots for week ending 01-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,186	16,072	15,657
R3	15,978	15,864	15,599
R2	15,770	15,770	15,580
R1	15,656	15,656	15,561	15,713
PP	15,562	15,562	15,562	15,591
S1	15,448	15,448	15,523	15,505
S2	15,354	15,354	15,504
S3	15,146	15,240	15,485
S4	14,938	15,032	15,428

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,698	15,456	242	1.5%	119	0.8%	94%	True	False	128,157
10	15,698	15,347	351	2.2%	124	0.8%	96%	True	False	122,080
20	15,698	14,720	978	6.2%	151	1.0%	98%	True	False	135,640
40	15,698	14,648	1,050	6.7%	143	0.9%	99%	True	False	140,038
60	15,698	14,648	1,050	6.7%	142	0.9%	99%	True	False	93,842
80	15,698	14,648	1,050	6.7%	130	0.8%	99%	True	False	70,386
100	15,698	14,410	1,288	8.2%	125	0.8%	99%	True	False	56,314
120	15,698	14,410	1,288	8.2%	115	0.7%	99%	True	False	46,930

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	True
Bear Hook	False
Bull Hook	False
Stretch	31
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	16,344
2.618	16,096
1.618	15,944
1.000	15,850
0.618	15,792
HIGH	15,698
0.618	15,640
0.500	15,622
0.382	15,604
LOW	15,546
0.618	15,452
1.000	15,394
1.618	15,300
2.618	15,148
4.250	14,900

Fisher Pivots for day following 06-Nov-2013
Pivot	1 day	3 day
R1	15,663	15,648
PP	15,642	15,612
S1	15,622	15,577

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