mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 07-Aug-2012
Day Change Summary
Previous Current
06-Aug-2012 07-Aug-2012 Change Change % Previous Week
Open 13,064 13,065 1 0.0% 13,018
High 13,133 13,160 27 0.2% 13,080
Low 13,034 13,048 14 0.1% 12,721
Close 13,067 13,119 52 0.4% 13,055
Range 99 112 13 13.1% 359
ATR 183 178 -5 -2.8% 0
Volume 72,418 75,638 3,220 4.4% 589,905
Daily Pivots for day following 07-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,445 13,394 13,181
R3 13,333 13,282 13,150
R2 13,221 13,221 13,140
R1 13,170 13,170 13,129 13,196
PP 13,109 13,109 13,109 13,122
S1 13,058 13,058 13,109 13,084
S2 12,997 12,997 13,099
S3 12,885 12,946 13,088
S4 12,773 12,834 13,058
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 14,029 13,901 13,253
R3 13,670 13,542 13,154
R2 13,311 13,311 13,121
R1 13,183 13,183 13,088 13,247
PP 12,952 12,952 12,952 12,984
S1 12,824 12,824 13,022 12,888
S2 12,593 12,593 12,989
S3 12,234 12,465 12,956
S4 11,875 12,106 12,858
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,160 12,721 439 3.3% 183 1.4% 91% True False 105,770
10 13,160 12,472 688 5.2% 187 1.4% 94% True False 117,949
20 13,160 12,425 735 5.6% 178 1.4% 94% True False 120,188
40 13,160 12,288 872 6.6% 177 1.4% 95% True False 122,338
60 13,160 11,884 1,276 9.7% 177 1.4% 97% True False 87,058
80 13,213 11,884 1,329 10.1% 154 1.2% 93% False False 65,297
100 13,213 11,884 1,329 10.1% 141 1.1% 93% False False 52,240
120 13,213 11,884 1,329 10.1% 127 1.0% 93% False False 43,536
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,636
2.618 13,453
1.618 13,341
1.000 13,272
0.618 13,229
HIGH 13,160
0.618 13,117
0.500 13,104
0.382 13,091
LOW 13,048
0.618 12,979
1.000 12,936
1.618 12,867
2.618 12,755
4.250 12,572
Fisher Pivots for day following 07-Aug-2012
Pivot 1 day 3 day
R1 13,114 13,075
PP 13,109 13,031
S1 13,104 12,987

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

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