mini-sized Dow ($5) Future December 2013


Trading Metrics calculated at close of trading on 18-Nov-2013
Day Change Summary
Previous Current
15-Nov-2013 18-Nov-2013 Change Change % Previous Week
Open 15,839 15,913 74 0.5% 15,708
High 15,930 15,994 64 0.4% 15,930
Low 15,825 15,895 70 0.4% 15,613
Close 15,913 15,938 25 0.2% 15,913
Range 105 99 -6 -5.7% 317
ATR 140 137 -3 -2.1% 0
Volume 98,255 125,387 27,132 27.6% 562,911
Daily Pivots for day following 18-Nov-2013
Classic Woodie Camarilla DeMark
R4 16,239 16,188 15,993
R3 16,140 16,089 15,965
R2 16,041 16,041 15,956
R1 15,990 15,990 15,947 16,016
PP 15,942 15,942 15,942 15,955
S1 15,891 15,891 15,929 15,917
S2 15,843 15,843 15,920
S3 15,744 15,792 15,911
S4 15,645 15,693 15,884
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 15,994 15,613 381 2.4% 117 0.7% 85% True False 121,472
10 15,994 15,456 538 3.4% 140 0.9% 90% True False 134,359
20 15,994 15,303 691 4.3% 131 0.8% 92% True False 129,497
40 15,994 14,648 1,346 8.4% 144 0.9% 96% True False 143,922
60 15,994 14,648 1,346 8.4% 143 0.9% 96% True False 111,649
80 15,994 14,648 1,346 8.4% 136 0.8% 96% True False 83,750
100 15,994 14,648 1,346 8.4% 128 0.8% 96% True False 67,003
120 15,994 14,410 1,584 9.9% 121 0.8% 96% True False 55,839
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 16,415
2.618 16,253
1.618 16,154
1.000 16,093
0.618 16,055
HIGH 15,994
0.618 15,956
0.500 15,945
0.382 15,933
LOW 15,895
0.618 15,834
1.000 15,796
1.618 15,735
2.618 15,636
4.250 15,474
Fisher Pivots for day following 18-Nov-2013
Pivot 1 day 3 day
R1 15,945 15,918
PP 15,942 15,898
S1 15,940 15,879

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

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