mini-sized Dow ($5) Future December 2013

Trading Metrics calculated at close of trading on 29-Nov-2013

Day Change Summary
	Previous	Current
	27-Nov-2013	29-Nov-2013	Change	Change %	Previous Week
Open	16,060	16,105	45	0.3%	16,038
High	16,096	16,162	66	0.4%	16,162
Low	16,043	16,061	18	0.1%	16,028
Close	16,074	16,066	-8	0.0%	16,066
Range	53	101	48	90.6%	134
ATR	117	116	-1	-1.0%	0
Volume	79,001	69,967	-9,034	-11.4%	369,524

Daily Pivots for day following 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,399	16,334	16,122
R3	16,298	16,233	16,094
R2	16,197	16,197	16,085
R1	16,132	16,132	16,075	16,114
PP	16,096	16,096	16,096	16,088
S1	16,031	16,031	16,057	16,013
S2	15,995	15,995	16,048
S3	15,894	15,930	16,038
S4	15,793	15,829	16,011

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,487	16,411	16,140
R3	16,353	16,277	16,103
R2	16,219	16,219	16,091
R1	16,143	16,143	16,078	16,181
PP	16,085	16,085	16,085	16,105
S1	16,009	16,009	16,054	16,047
S2	15,951	15,951	16,042
S3	15,817	15,875	16,029
S4	15,683	15,741	15,992

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,162	15,948	214	1.3%	75	0.5%	55%	True	False	95,309
10	16,162	15,825	337	2.1%	96	0.6%	72%	True	False	114,914
20	16,162	15,456	706	4.4%	117	0.7%	86%	True	False	124,595
40	16,162	14,648	1,514	9.4%	136	0.8%	94%	True	False	135,827
60	16,162	14,648	1,514	9.4%	139	0.9%	94%	True	False	127,018
80	16,162	14,648	1,514	9.4%	137	0.8%	94%	True	False	95,317
100	16,162	14,648	1,514	9.4%	125	0.8%	94%	True	False	76,256
120	16,162	14,410	1,752	10.9%	123	0.8%	95%	True	False	63,551

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	26
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	16,591
2.618	16,427
1.618	16,326
1.000	16,263
0.618	16,225
HIGH	16,162
0.618	16,124
0.500	16,112
0.382	16,100
LOW	16,061
0.618	15,999
1.000	15,960
1.618	15,898
2.618	15,797
4.250	15,632

Fisher Pivots for day following 29-Nov-2013
Pivot	1 day	3 day
R1	16,112	16,103
PP	16,096	16,090
S1	16,081	16,078

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