mini-sized Dow ($5) Future March 2014

Trading Metrics calculated at close of trading on 05-Feb-2014

Day Change Summary
	Previous	Current
	04-Feb-2014	05-Feb-2014	Change	Change %	Previous Week
Open	15,323	15,342	19	0.1%	15,801
High	15,417	15,415	-2	0.0%	15,983
Low	15,282	15,276	-6	0.0%	15,550
Close	15,338	15,367	29	0.2%	15,630
Range	135	139	4	3.0%	433
ATR	192	188	-4	-2.0%	0
Volume	211,683	200,222	-11,461	-5.4%	1,097,835

Daily Pivots for day following 05-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	15,770	15,707	15,444
R3	15,631	15,568	15,405
R2	15,492	15,492	15,393
R1	15,429	15,429	15,380	15,461
PP	15,353	15,353	15,353	15,368
S1	15,290	15,290	15,354	15,322
S2	15,214	15,214	15,342
S3	15,075	15,151	15,329
S4	14,936	15,012	15,291

Weekly Pivots for week ending 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,020	16,758	15,868
R3	16,587	16,325	15,749
R2	16,154	16,154	15,710
R1	15,892	15,892	15,670	15,807
PP	15,721	15,721	15,721	15,678
S1	15,459	15,459	15,590	15,374
S2	15,288	15,288	15,551
S3	14,855	15,026	15,511
S4	14,422	14,593	15,392

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,846	15,276	570	3.7%	215	1.4%	16%	False	True	216,352
10	16,354	15,276	1,078	7.0%	242	1.6%	8%	False	True	218,897
20	16,489	15,276	1,213	7.9%	196	1.3%	8%	False	True	172,323
40	16,540	15,276	1,264	8.2%	161	1.0%	7%	False	True	123,029
60	16,540	15,276	1,264	8.2%	146	0.9%	7%	False	True	82,137
80	16,540	14,937	1,603	10.4%	136	0.9%	27%	False	False	61,612
100	16,540	14,588	1,952	12.7%	119	0.8%	40%	False	False	49,298
120	16,540	14,545	1,995	13.0%	106	0.7%	41%	False	False	41,083

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	41
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	16,006
2.618	15,779
1.618	15,640
1.000	15,554
0.618	15,501
HIGH	15,415
0.618	15,362
0.500	15,346
0.382	15,329
LOW	15,276
0.618	15,190
1.000	15,137
1.618	15,051
2.618	14,912
4.250	14,685

Fisher Pivots for day following 05-Feb-2014
Pivot	1 day	3 day
R1	15,360	15,487
PP	15,353	15,447
S1	15,346	15,407

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