mini-sized Dow ($5) Future December 2013

Trading Metrics calculated at close of trading on 27-Nov-2013

Day Change Summary
	Previous	Current
	26-Nov-2013	27-Nov-2013	Change	Change %	Previous Week
Open	16,051	16,060	9	0.1%	15,913
High	16,098	16,096	-2	0.0%	16,043
Low	16,045	16,043	-2	0.0%	15,834
Close	16,060	16,074	14	0.1%	16,027
Range	53	53	0	0.0%	209
ATR	122	117	-5	-4.1%	0
Volume	99,326	79,001	-20,325	-20.5%	681,362

Daily Pivots for day following 27-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,230	16,205	16,103
R3	16,177	16,152	16,089
R2	16,124	16,124	16,084
R1	16,099	16,099	16,079	16,112
PP	16,071	16,071	16,071	16,077
S1	16,046	16,046	16,069	16,059
S2	16,018	16,018	16,064
S3	15,965	15,993	16,060
S4	15,912	15,940	16,045

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,595	16,520	16,142
R3	16,386	16,311	16,085
R2	16,177	16,177	16,065
R1	16,102	16,102	16,046	16,140
PP	15,968	15,968	15,968	15,987
S1	15,893	15,893	16,008	15,931
S2	15,759	15,759	15,989
S3	15,550	15,684	15,970
S4	15,341	15,475	15,912

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,100	15,848	252	1.6%	82	0.5%	90%	False	False	105,435
10	16,100	15,763	337	2.1%	94	0.6%	92%	False	False	120,501
20	16,100	15,456	644	4.0%	118	0.7%	96%	False	False	128,274
40	16,100	14,648	1,452	9.0%	138	0.9%	98%	False	False	139,801
60	16,100	14,648	1,452	9.0%	139	0.9%	98%	False	False	125,867
80	16,100	14,648	1,452	9.0%	136	0.8%	98%	False	False	94,443
100	16,100	14,648	1,452	9.0%	124	0.8%	98%	False	False	75,557
120	16,100	14,410	1,690	10.5%	123	0.8%	98%	False	False	62,968

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24

Fibonacci Retracements and Extensions
4.250	16,321
2.618	16,235
1.618	16,182
1.000	16,149
0.618	16,129
HIGH	16,096
0.618	16,076
0.500	16,070
0.382	16,063
LOW	16,043
0.618	16,010
1.000	15,990
1.618	15,957
2.618	15,904
4.250	15,818

Fisher Pivots for day following 27-Nov-2013
Pivot	1 day	3 day
R1	16,073	16,071
PP	16,071	16,067
S1	16,070	16,064

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