mini-sized Dow ($5) Future December 2013

Trading Metrics calculated at close of trading on 15-Nov-2013

Day Change Summary
	Previous	Current
	14-Nov-2013	15-Nov-2013	Change	Change %	Previous Week
Open	15,783	15,839	56	0.4%	15,708
High	15,851	15,930	79	0.5%	15,930
Low	15,763	15,825	62	0.4%	15,613
Close	15,839	15,913	74	0.5%	15,913
Range	88	105	17	19.3%	317
ATR	142	140	-3	-1.9%	0
Volume	125,836	98,255	-27,581	-21.9%	562,911

Daily Pivots for day following 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,204	16,164	15,971
R3	16,099	16,059	15,942
R2	15,994	15,994	15,932
R1	15,954	15,954	15,923	15,974
PP	15,889	15,889	15,889	15,900
S1	15,849	15,849	15,904	15,869
S2	15,784	15,784	15,894
S3	15,679	15,744	15,884
S4	15,574	15,639	15,855

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,770	16,658	16,087
R3	16,453	16,341	16,000
R2	16,136	16,136	15,971
R1	16,024	16,024	15,942	16,080
PP	15,819	15,819	15,819	15,847
S1	15,707	15,707	15,884	15,763
S2	15,502	15,502	15,855
S3	15,185	15,390	15,826
S4	14,868	15,073	15,739

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,930	15,613	317	2.0%	111	0.7%	95%	True	False	112,582
10	15,930	15,456	474	3.0%	139	0.9%	96%	True	False	131,309
20	15,930	15,297	633	4.0%	129	0.8%	97%	True	False	127,553
40	15,930	14,648	1,282	8.1%	145	0.9%	99%	True	False	144,325
60	15,930	14,648	1,282	8.1%	143	0.9%	99%	True	False	109,565
80	15,930	14,648	1,282	8.1%	136	0.9%	99%	True	False	82,182
100	15,930	14,648	1,282	8.1%	128	0.8%	99%	True	False	65,750
120	15,930	14,410	1,520	9.6%	120	0.8%	99%	True	False	54,794

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	37
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	16,376
2.618	16,205
1.618	16,100
1.000	16,035
0.618	15,995
HIGH	15,930
0.618	15,890
0.500	15,878
0.382	15,865
LOW	15,825
0.618	15,760
1.000	15,720
1.618	15,655
2.618	15,550
4.250	15,379

Fisher Pivots for day following 15-Nov-2013
Pivot	1 day	3 day
R1	15,901	15,866
PP	15,889	15,819
S1	15,878	15,772

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