mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 27-Jun-2012
Day Change Summary
Previous Current
26-Jun-2012 27-Jun-2012 Change Change % Previous Week
Open 12,433 12,485 52 0.4% 12,778
High 12,507 12,577 70 0.6% 12,829
Low 12,380 12,457 77 0.6% 12,492
Close 12,486 12,553 67 0.5% 12,568
Range 127 120 -7 -5.5% 337
ATR 177 173 -4 -2.3% 0
Volume 116,669 103,948 -12,721 -10.9% 702,630
Daily Pivots for day following 27-Jun-2012
Classic Woodie Camarilla DeMark
R4 12,889 12,841 12,619
R3 12,769 12,721 12,586
R2 12,649 12,649 12,575
R1 12,601 12,601 12,564 12,625
PP 12,529 12,529 12,529 12,541
S1 12,481 12,481 12,542 12,505
S2 12,409 12,409 12,531
S3 12,289 12,361 12,520
S4 12,169 12,241 12,487
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,641 13,441 12,753
R3 13,304 13,104 12,661
R2 12,967 12,967 12,630
R1 12,767 12,767 12,599 12,699
PP 12,630 12,630 12,630 12,595
S1 12,430 12,430 12,537 12,362
S2 12,293 12,293 12,506
S3 11,956 12,093 12,475
S4 11,619 11,756 12,383
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,791 12,380 411 3.3% 167 1.3% 42% False False 126,335
10 12,829 12,380 449 3.6% 168 1.3% 39% False False 131,905
20 12,829 11,884 945 7.5% 191 1.5% 71% False False 99,301
40 13,213 11,884 1,329 10.6% 166 1.3% 50% False False 49,731
60 13,213 11,884 1,329 10.6% 134 1.1% 50% False False 33,156
80 13,213 11,884 1,329 10.6% 120 1.0% 50% False False 24,872
100 13,213 11,884 1,329 10.6% 103 0.8% 50% False False 19,898
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,087
2.618 12,891
1.618 12,771
1.000 12,697
0.618 12,651
HIGH 12,577
0.618 12,531
0.500 12,517
0.382 12,503
LOW 12,457
0.618 12,383
1.000 12,337
1.618 12,263
2.618 12,143
4.250 11,947
Fisher Pivots for day following 27-Jun-2012
Pivot 1 day 3 day
R1 12,541 12,528
PP 12,529 12,503
S1 12,517 12,479

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

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