mini-sized Dow ($5) Future December 2013

Trading Metrics calculated at close of trading on 13-Nov-2013

Day Change Summary
	Previous	Current
	12-Nov-2013	13-Nov-2013	Change	Change %	Previous Week
Open	15,728	15,702	-26	-0.2%	15,540
High	15,752	15,811	59	0.4%	15,779
Low	15,657	15,613	-44	-0.3%	15,456
Close	15,710	15,779	69	0.4%	15,700
Range	95	198	103	108.4%	323
ATR	143	147	4	2.8%	0
Volume	116,723	141,159	24,436	20.9%	750,180

Daily Pivots for day following 13-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,328	16,252	15,888
R3	16,130	16,054	15,834
R2	15,932	15,932	15,815
R1	15,856	15,856	15,797	15,894
PP	15,734	15,734	15,734	15,754
S1	15,658	15,658	15,761	15,696
S2	15,536	15,536	15,743
S3	15,338	15,460	15,725
S4	15,140	15,262	15,670

Weekly Pivots for week ending 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,614	16,480	15,878
R3	16,291	16,157	15,789
R2	15,968	15,968	15,759
R1	15,834	15,834	15,730	15,901
PP	15,645	15,645	15,645	15,679
S1	15,511	15,511	15,671	15,578
S2	15,322	15,322	15,641
S3	14,999	15,188	15,611
S4	14,676	14,865	15,522

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,811	15,495	316	2.0%	165	1.0%	90%	True	False	143,936
10	15,811	15,456	355	2.2%	142	0.9%	91%	True	False	136,047
20	15,811	15,137	674	4.3%	133	0.8%	95%	True	False	129,259
40	15,811	14,648	1,163	7.4%	148	0.9%	97%	True	False	144,585
60	15,811	14,648	1,163	7.4%	145	0.9%	97%	True	False	105,832
80	15,811	14,648	1,163	7.4%	135	0.9%	97%	True	False	79,381
100	15,811	14,552	1,259	8.0%	128	0.8%	97%	True	False	63,510
120	15,811	14,410	1,401	8.9%	119	0.8%	98%	True	False	52,927

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	43
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	16,653
2.618	16,329
1.618	16,131
1.000	16,009
0.618	15,933
HIGH	15,811
0.618	15,735
0.500	15,712
0.382	15,689
LOW	15,613
0.618	15,491
1.000	15,415
1.618	15,293
2.618	15,095
4.250	14,772

Fisher Pivots for day following 13-Nov-2013
Pivot	1 day	3 day
R1	15,757	15,757
PP	15,734	15,734
S1	15,712	15,712

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