mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 12,388 12,328 -60 -0.5% 12,752
High 12,484 12,457 -27 -0.2% 12,752
Low 12,388 12,323 -65 -0.5% 12,433
Close 12,484 12,457 -27 -0.2% 12,499
Range 96 134 38 39.6% 319
ATR 126 128 3 2.0% 0
Volume 2 3 1 50.0% 41
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 12,814 12,770 12,531
R3 12,680 12,636 12,494
R2 12,546 12,546 12,482
R1 12,502 12,502 12,469 12,524
PP 12,412 12,412 12,412 12,424
S1 12,368 12,368 12,445 12,390
S2 12,278 12,278 12,433
S3 12,144 12,234 12,420
S4 12,010 12,100 12,383
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,518 13,328 12,675
R3 13,199 13,009 12,587
R2 12,880 12,880 12,558
R1 12,690 12,690 12,528 12,626
PP 12,561 12,561 12,561 12,529
S1 12,371 12,371 12,470 12,307
S2 12,242 12,242 12,441
S3 11,923 12,052 12,411
S4 11,604 11,733 12,324
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,499 12,323 176 1.4% 53 0.4% 76% False True 1
10 12,752 12,323 429 3.4% 81 0.6% 31% False True 4
20 12,752 11,913 839 6.7% 68 0.5% 65% False False 3
40 12,998 11,913 1,085 8.7% 64 0.5% 50% False False 3
60 13,108 11,913 1,195 9.6% 51 0.4% 46% False False 3
80 13,109 11,913 1,196 9.6% 43 0.3% 45% False False 5
100 13,109 11,913 1,196 9.6% 39 0.3% 45% False False 4
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 1
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,027
2.618 12,808
1.618 12,674
1.000 12,591
0.618 12,540
HIGH 12,457
0.618 12,406
0.500 12,390
0.382 12,374
LOW 12,323
0.618 12,240
1.000 12,189
1.618 12,106
2.618 11,972
4.250 11,754
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 12,435 12,439
PP 12,412 12,421
S1 12,390 12,404

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

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