mini-sized Dow ($5) Future December 2013


Trading Metrics calculated at close of trading on 27-Sep-2013
Day Change Summary
Previous Current
26-Sep-2013 27-Sep-2013 Change Change % Previous Week
Open 15,213 15,296 83 0.5% 15,430
High 15,319 15,299 -20 -0.1% 15,455
Low 15,208 15,134 -74 -0.5% 15,134
Close 15,261 15,195 -66 -0.4% 15,195
Range 111 165 54 48.6% 321
ATR 137 139 2 1.5% 0
Volume 128,399 132,108 3,709 2.9% 689,649
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 15,704 15,615 15,286
R3 15,539 15,450 15,241
R2 15,374 15,374 15,225
R1 15,285 15,285 15,210 15,247
PP 15,209 15,209 15,209 15,191
S1 15,120 15,120 15,180 15,082
S2 15,044 15,044 15,165
S3 14,879 14,955 15,150
S4 14,714 14,790 15,104
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 16,224 16,031 15,372
R3 15,903 15,710 15,283
R2 15,582 15,582 15,254
R1 15,389 15,389 15,225 15,325
PP 15,261 15,261 15,261 15,230
S1 15,068 15,068 15,166 15,004
S2 14,940 14,940 15,136
S3 14,619 14,747 15,107
S4 14,298 14,426 15,019
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,455 15,134 321 2.1% 132 0.9% 19% False True 137,929
10 15,658 15,134 524 3.4% 141 0.9% 12% False True 133,921
20 15,658 14,666 992 6.5% 142 0.9% 53% False False 74,476
40 15,658 14,651 1,007 6.6% 132 0.9% 54% False False 37,279
60 15,658 14,651 1,007 6.6% 116 0.8% 54% False False 24,858
80 15,658 14,410 1,248 8.2% 112 0.7% 63% False False 18,649
100 15,658 14,410 1,248 8.2% 97 0.6% 63% False False 14,920
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 23
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 16,000
2.618 15,731
1.618 15,566
1.000 15,464
0.618 15,401
HIGH 15,299
0.618 15,236
0.500 15,217
0.382 15,197
LOW 15,134
0.618 15,032
1.000 14,969
1.618 14,867
2.618 14,702
4.250 14,433
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 15,217 15,227
PP 15,209 15,216
S1 15,202 15,206

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

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