mini-sized Dow ($5) Future December 2013

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

Day Change Summary
	Previous	Current
	19-Nov-2013	20-Nov-2013	Change	Change %	Previous Week
Open	15,950	15,932	-18	-0.1%	15,708
High	15,993	15,989	-4	0.0%	15,930
Low	15,909	15,834	-75	-0.5%	15,613
Close	15,934	15,878	-56	-0.4%	15,913
Range	84	155	71	84.5%	317
ATR	133	135	2	1.2%	0
Volume	139,072	189,282	50,210	36.1%	562,911

Daily Pivots for day following 20-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,365	16,277	15,963
R3	16,210	16,122	15,921
R2	16,055	16,055	15,907
R1	15,967	15,967	15,892	15,934
PP	15,900	15,900	15,900	15,884
S1	15,812	15,812	15,864	15,779
S2	15,745	15,745	15,850
S3	15,590	15,657	15,836
S4	15,435	15,502	15,793

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	15,763	231	1.5%	106	0.7%	50%	False	False	135,566
10	15,994	15,495	499	3.1%	136	0.9%	77%	False	False	139,751
20	15,994	15,347	647	4.1%	130	0.8%	82%	False	False	130,916
40	15,994	14,648	1,346	8.5%	144	0.9%	91%	False	False	144,940
60	15,994	14,648	1,346	8.5%	142	0.9%	91%	False	False	117,120
80	15,994	14,648	1,346	8.5%	137	0.9%	91%	False	False	87,854
100	15,994	14,648	1,346	8.5%	128	0.8%	91%	False	False	70,286
120	15,994	14,410	1,584	10.0%	120	0.8%	93%	False	False	58,575

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	False
Bear Hook	False
Bull Hook	False
Stretch	44
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	16,648
2.618	16,395
1.618	16,240
1.000	16,144
0.618	16,085
HIGH	15,989
0.618	15,930
0.500	15,912
0.382	15,893
LOW	15,834
0.618	15,738
1.000	15,679
1.618	15,583
2.618	15,428
4.250	15,175

Fisher Pivots for day following 20-Nov-2013
Pivot	1 day	3 day
R1	15,912	15,914
PP	15,900	15,902
S1	15,889	15,890

Download as Excel Spreadsheet

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

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