mini-sized Dow ($5) Future December 2013


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 15,296 15,117 -179 -1.2% 15,430
High 15,299 15,119 -180 -1.2% 15,455
Low 15,134 15,001 -133 -0.9% 15,134
Close 15,195 15,046 -149 -1.0% 15,195
Range 165 118 -47 -28.5% 321
ATR 139 143 4 2.8% 0
Volume 132,108 162,619 30,511 23.1% 689,649
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 15,409 15,346 15,111
R3 15,291 15,228 15,079
R2 15,173 15,173 15,068
R1 15,110 15,110 15,057 15,083
PP 15,055 15,055 15,055 15,042
S1 14,992 14,992 15,035 14,965
S2 14,937 14,937 15,024
S3 14,819 14,874 15,014
S4 14,701 14,756 14,981
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 15,370 15,001 369 2.5% 125 0.8% 12% False True 142,152
10 15,658 15,001 657 4.4% 139 0.9% 7% False True 135,633
20 15,658 14,682 976 6.5% 142 0.9% 37% False False 82,590
40 15,658 14,651 1,007 6.7% 133 0.9% 39% False False 41,344
60 15,658 14,651 1,007 6.7% 114 0.8% 39% False False 27,567
80 15,658 14,410 1,248 8.3% 113 0.8% 51% False False 20,681
100 15,658 14,410 1,248 8.3% 98 0.7% 51% False False 16,546
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 15,621
2.618 15,428
1.618 15,310
1.000 15,237
0.618 15,192
HIGH 15,119
0.618 15,074
0.500 15,060
0.382 15,046
LOW 15,001
0.618 14,928
1.000 14,883
1.618 14,810
2.618 14,692
4.250 14,500
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 15,060 15,160
PP 15,055 15,122
S1 15,051 15,084

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

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