mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 01-Oct-2012
Day Change Summary
Previous Current
28-Sep-2012 01-Oct-2012 Change Change % Previous Week
Open 13,412 13,349 -63 -0.5% 13,490
High 13,433 13,526 93 0.7% 13,548
Low 13,293 13,313 20 0.2% 13,293
Close 13,355 13,437 82 0.6% 13,355
Range 140 213 73 52.1% 255
ATR 117 124 7 5.9% 0
Volume 146,311 147,569 1,258 0.9% 612,916
Daily Pivots for day following 01-Oct-2012
Classic Woodie Camarilla DeMark
R4 14,064 13,964 13,554
R3 13,851 13,751 13,496
R2 13,638 13,638 13,476
R1 13,538 13,538 13,457 13,588
PP 13,425 13,425 13,425 13,451
S1 13,325 13,325 13,418 13,375
S2 13,212 13,212 13,398
S3 12,999 13,112 13,379
S4 12,786 12,899 13,320
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 14,164 14,014 13,495
R3 13,909 13,759 13,425
R2 13,654 13,654 13,402
R1 13,504 13,504 13,379 13,452
PP 13,399 13,399 13,399 13,372
S1 13,249 13,249 13,332 13,197
S2 13,144 13,144 13,308
S3 12,889 12,994 13,285
S4 12,634 12,739 13,215
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,548 13,293 255 1.9% 144 1.1% 56% False False 133,313
10 13,588 13,293 295 2.2% 117 0.9% 49% False False 117,827
20 13,588 12,888 700 5.2% 125 0.9% 78% False False 73,380
40 13,588 12,888 700 5.2% 109 0.8% 78% False False 36,729
60 13,588 12,351 1,237 9.2% 118 0.9% 88% False False 24,492
80 13,588 12,235 1,353 10.1% 109 0.8% 89% False False 18,370
100 13,588 11,913 1,675 12.5% 97 0.7% 91% False False 14,697
120 13,588 11,913 1,675 12.5% 87 0.6% 91% False False 12,248
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 14,431
2.618 14,084
1.618 13,871
1.000 13,739
0.618 13,658
HIGH 13,526
0.618 13,445
0.500 13,420
0.382 13,394
LOW 13,313
0.618 13,181
1.000 13,100
1.618 12,968
2.618 12,755
4.250 12,408
Fisher Pivots for day following 01-Oct-2012
Pivot 1 day 3 day
R1 13,431 13,428
PP 13,425 13,419
S1 13,420 13,410

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

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