mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 20-Jun-2012

Day Change Summary
	Previous	Current
	19-Jun-2012	20-Jun-2012	Change	Change %	Previous Week
Open	12,685	12,758	73	0.6%	12,605
High	12,829	12,808	-21	-0.2%	12,723
Low	12,657	12,671	14	0.1%	12,288
Close	12,762	12,763	1	0.0%	12,710
Range	172	137	-35	-20.3%	435
ATR	180	177	-3	-1.7%	0
Volume	108,774	169,232	60,458	55.6%	795,763

Daily Pivots for day following 20-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,158	13,098	12,838
R3	13,021	12,961	12,801
R2	12,884	12,884	12,788
R1	12,824	12,824	12,776	12,854
PP	12,747	12,747	12,747	12,763
S1	12,687	12,687	12,751	12,717
S2	12,610	12,610	12,738
S3	12,473	12,550	12,725
S4	12,336	12,413	12,688

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	12,829	12,406	423	3.3%	170	1.3%	84%	False	False	137,476
10	12,829	12,288	541	4.2%	197	1.5%	88%	False	False	133,768
20	12,829	11,884	945	7.4%	187	1.5%	93%	False	False	67,752
40	13,213	11,884	1,329	10.4%	151	1.2%	66%	False	False	33,940
60	13,213	11,884	1,329	10.4%	127	1.0%	66%	False	False	22,629
80	13,213	11,884	1,329	10.4%	114	0.9%	66%	False	False	16,977
100	13,213	11,884	1,329	10.4%	96	0.7%	66%	False	False	13,582

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	41
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	13,390
2.618	13,167
1.618	13,030
1.000	12,945
0.618	12,893
HIGH	12,808
0.618	12,756
0.500	12,740
0.382	12,723
LOW	12,671
0.618	12,586
1.000	12,534
1.618	12,449
2.618	12,312
4.250	12,089

Fisher Pivots for day following 20-Jun-2012
Pivot	1 day	3 day
R1	12,755	12,750
PP	12,747	12,738
S1	12,740	12,725

Download as Excel Spreadsheet

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

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