mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 19-Sep-2012
Day Change Summary
Previous Current
18-Sep-2012 19-Sep-2012 Change Change % Previous Week
Open 13,474 13,502 28 0.2% 13,210
High 13,511 13,557 46 0.3% 13,576
Low 13,428 13,486 58 0.4% 13,118
Close 13,499 13,497 -2 0.0% 13,518
Range 83 71 -12 -14.5% 458
ATR 121 117 -4 -3.0% 0
Volume 105,219 104,698 -521 -0.5% 189,239
Daily Pivots for day following 19-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,726 13,683 13,536
R3 13,655 13,612 13,517
R2 13,584 13,584 13,510
R1 13,541 13,541 13,504 13,527
PP 13,513 13,513 13,513 13,507
S1 13,470 13,470 13,491 13,456
S2 13,442 13,442 13,484
S3 13,371 13,399 13,478
S4 13,300 13,328 13,458
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 14,778 14,606 13,770
R3 14,320 14,148 13,644
R2 13,862 13,862 13,602
R1 13,690 13,690 13,560 13,776
PP 13,404 13,404 13,404 13,447
S1 13,232 13,232 13,476 13,318
S2 12,946 12,946 13,434
S3 12,488 12,774 13,392
S4 12,030 12,316 13,266
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,576 13,248 328 2.4% 121 0.9% 76% False False 94,741
10 13,576 12,966 610 4.5% 125 0.9% 87% False False 49,809
20 13,576 12,888 688 5.1% 124 0.9% 89% False False 25,015
40 13,576 12,351 1,225 9.1% 115 0.9% 94% False False 12,526
60 13,576 12,323 1,253 9.3% 113 0.8% 94% False False 8,354
80 13,576 11,913 1,663 12.3% 98 0.7% 95% False False 6,266
100 13,576 11,913 1,663 12.3% 93 0.7% 95% False False 5,013
120 13,576 11,913 1,663 12.3% 81 0.6% 95% False False 4,178
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 19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,859
2.618 13,743
1.618 13,672
1.000 13,628
0.618 13,601
HIGH 13,557
0.618 13,530
0.500 13,522
0.382 13,513
LOW 13,486
0.618 13,442
1.000 13,415
1.618 13,371
2.618 13,300
4.250 13,184
Fisher Pivots for day following 19-Sep-2012
Pivot 1 day 3 day
R1 13,522 13,496
PP 13,513 13,494
S1 13,505 13,493

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

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