mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 29-Jun-2012

Day Change Summary
	Previous	Current
	28-Jun-2012	29-Jun-2012	Change	Change %	Previous Week
Open	12,555	12,530	-25	-0.2%	12,566
High	12,570	12,834	264	2.1%	12,834
Low	12,376	12,479	103	0.8%	12,376
Close	12,526	12,808	282	2.3%	12,808
Range	194	355	161	83.0%	458
ATR	174	187	13	7.4%	0
Volume	175,593	143,928	-31,665	-18.0%	660,466

Daily Pivots for day following 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,772	13,645	13,003
R3	13,417	13,290	12,906
R2	13,062	13,062	12,873
R1	12,935	12,935	12,841	12,999
PP	12,707	12,707	12,707	12,739
S1	12,580	12,580	12,776	12,644
S2	12,352	12,352	12,743
S3	11,997	12,225	12,711
S4	11,642	11,870	12,613

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	14,047	13,885	13,060
R3	13,589	13,427	12,934
R2	13,131	13,131	12,892
R1	12,969	12,969	12,850	13,050
PP	12,673	12,673	12,673	12,713
S1	12,511	12,511	12,766	12,592
S2	12,215	12,215	12,724
S3	11,757	12,053	12,682
S4	11,299	11,595	12,556

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,834	12,376	458	3.6%	195	1.5%	94%	True	False	132,093
10	12,834	12,376	458	3.6%	188	1.5%	94%	True	False	136,309
20	12,834	11,884	950	7.4%	196	1.5%	97%	True	False	115,235
40	13,000	11,884	1,116	8.7%	174	1.4%	83%	False	False	57,718
60	13,213	11,884	1,329	10.4%	142	1.1%	70%	False	False	38,482
80	13,213	11,884	1,329	10.4%	125	1.0%	70%	False	False	28,866
100	13,213	11,884	1,329	10.4%	108	0.8%	70%	False	False	23,094
120	13,213	11,884	1,329	10.4%	92	0.7%	70%	False	False	19,245

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	28
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	14,343
2.618	13,764
1.618	13,409
1.000	13,189
0.618	13,054
HIGH	12,834
0.618	12,699
0.500	12,657
0.382	12,615
LOW	12,479
0.618	12,260
1.000	12,124
1.618	11,905
2.618	11,550
4.250	10,970

Fisher Pivots for day following 29-Jun-2012
Pivot	1 day	3 day
R1	12,758	12,740
PP	12,707	12,673
S1	12,657	12,605

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