mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 12,432 12,608 176 1.4% 12,605
High 12,631 12,723 92 0.7% 12,723
Low 12,406 12,592 186 1.5% 12,288
Close 12,606 12,710 104 0.8% 12,710
Range 225 131 -94 -41.8% 435
ATR 185 181 -4 -2.1% 0
Volume 172,935 102,545 -70,390 -40.7% 795,763
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,068 13,020 12,782
R3 12,937 12,889 12,746
R2 12,806 12,806 12,734
R1 12,758 12,758 12,722 12,782
PP 12,675 12,675 12,675 12,687
S1 12,627 12,627 12,698 12,651
S2 12,544 12,544 12,686
S3 12,413 12,496 12,674
S4 12,282 12,365 12,638
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,879 13,729 12,949
R3 13,444 13,294 12,830
R2 13,009 13,009 12,790
R1 12,859 12,859 12,750 12,934
PP 12,574 12,574 12,574 12,611
S1 12,424 12,424 12,670 12,499
S2 12,139 12,139 12,630
S3 11,704 11,989 12,591
S4 11,269 11,554 12,471
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,723 12,288 435 3.4% 229 1.8% 97% True False 159,152
10 12,723 11,884 839 6.6% 205 1.6% 98% True False 94,161
20 12,723 11,884 839 6.6% 183 1.4% 98% True False 47,215
40 13,213 11,884 1,329 10.5% 141 1.1% 62% False False 23,643
60 13,213 11,884 1,329 10.5% 125 1.0% 62% False False 15,765
80 13,213 11,884 1,329 10.5% 108 0.9% 62% False False 11,828
100 13,213 11,884 1,329 10.5% 91 0.7% 62% False False 9,463
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 34
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 13,280
2.618 13,066
1.618 12,935
1.000 12,854
0.618 12,804
HIGH 12,723
0.618 12,673
0.500 12,658
0.382 12,642
LOW 12,592
0.618 12,511
1.000 12,461
1.618 12,380
2.618 12,249
4.250 12,035
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 12,693 12,657
PP 12,675 12,605
S1 12,658 12,552

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

View Archives - Comment on this page... - Back to Index of Symbols