mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 10-Jul-2012
Day Change Summary
Previous Current
09-Jul-2012 10-Jul-2012 Change Change % Previous Week
Open 12,708 12,686 -22 -0.2% 12,827
High 12,720 12,767 47 0.4% 12,917
Low 12,622 12,543 -79 -0.6% 12,640
Close 12,685 12,585 -100 -0.8% 12,727
Range 98 224 126 128.6% 277
ATR 173 177 4 2.1% 0
Volume 99,347 151,052 51,705 52.0% 260,795
Daily Pivots for day following 10-Jul-2012
Classic Woodie Camarilla DeMark
R4 13,304 13,168 12,708
R3 13,080 12,944 12,647
R2 12,856 12,856 12,626
R1 12,720 12,720 12,606 12,676
PP 12,632 12,632 12,632 12,610
S1 12,496 12,496 12,565 12,452
S2 12,408 12,408 12,544
S3 12,184 12,272 12,524
S4 11,960 12,048 12,462
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 12,543 374 3.0% 159 1.3% 11% False True 78,741
10 12,917 12,376 541 4.3% 172 1.4% 39% False False 105,133
20 12,917 12,288 629 5.0% 177 1.4% 47% False False 124,489
40 12,917 11,884 1,033 8.2% 177 1.4% 68% False False 70,493
60 13,213 11,884 1,329 10.6% 146 1.2% 53% False False 47,001
80 13,213 11,884 1,329 10.6% 132 1.0% 53% False False 35,253
100 13,213 11,884 1,329 10.6% 117 0.9% 53% False False 28,205
120 13,213 11,884 1,329 10.6% 99 0.8% 53% False False 23,505
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 13,719
2.618 13,354
1.618 13,130
1.000 12,991
0.618 12,906
HIGH 12,767
0.618 12,682
0.500 12,655
0.382 12,629
LOW 12,543
0.618 12,405
1.000 12,319
1.618 12,181
2.618 11,957
4.250 11,591
Fisher Pivots for day following 10-Jul-2012
Pivot 1 day 3 day
R1 12,655 12,697
PP 12,632 12,660
S1 12,608 12,622

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

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