mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 09-Jul-2012
Day Change Summary
Previous Current
06-Jul-2012 09-Jul-2012 Change Change % Previous Week
Open 12,830 12,708 -122 -1.0% 12,827
High 12,851 12,720 -131 -1.0% 12,917
Low 12,640 12,622 -18 -0.1% 12,640
Close 12,727 12,685 -42 -0.3% 12,727
Range 211 98 -113 -53.6% 277
ATR 178 173 -5 -2.9% 0
Volume 142,800 99,347 -43,453 -30.4% 260,795
Daily Pivots for day following 09-Jul-2012
Classic Woodie Camarilla DeMark
R4 12,970 12,925 12,739
R3 12,872 12,827 12,712
R2 12,774 12,774 12,703
R1 12,729 12,729 12,694 12,703
PP 12,676 12,676 12,676 12,662
S1 12,631 12,631 12,676 12,605
S2 12,578 12,578 12,667
S3 12,480 12,533 12,658
S4 12,382 12,435 12,631
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 13,592 13,437 12,879
R3 13,315 13,160 12,803
R2 13,038 13,038 12,778
R1 12,883 12,883 12,753 12,822
PP 12,761 12,761 12,761 12,731
S1 12,606 12,606 12,702 12,545
S2 12,484 12,484 12,676
S3 12,207 12,329 12,651
S4 11,930 12,052 12,575
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,917 12,622 295 2.3% 139 1.1% 21% False True 72,028
10 12,917 12,376 541 4.3% 167 1.3% 57% False False 102,060
20 12,917 12,288 629 5.0% 186 1.5% 63% False False 125,950
40 12,917 11,884 1,033 8.1% 174 1.4% 78% False False 66,717
60 13,213 11,884 1,329 10.5% 145 1.1% 60% False False 44,483
80 13,213 11,884 1,329 10.5% 130 1.0% 60% False False 33,366
100 13,213 11,884 1,329 10.5% 115 0.9% 60% False False 26,695
120 13,213 11,884 1,329 10.5% 97 0.8% 60% False False 22,246
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 28
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 13,137
2.618 12,977
1.618 12,879
1.000 12,818
0.618 12,781
HIGH 12,720
0.618 12,683
0.500 12,671
0.382 12,660
LOW 12,622
0.618 12,562
1.000 12,524
1.618 12,464
2.618 12,366
4.250 12,206
Fisher Pivots for day following 09-Jul-2012
Pivot 1 day 3 day
R1 12,680 12,770
PP 12,676 12,741
S1 12,671 12,713

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

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