mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 09-Aug-2012
Day Change Summary
Previous Current
08-Aug-2012 09-Aug-2012 Change Change % Previous Week
Open 13,117 13,123 6 0.0% 13,018
High 13,156 13,185 29 0.2% 13,080
Low 13,046 13,082 36 0.3% 12,721
Close 13,120 13,138 18 0.1% 13,055
Range 110 103 -7 -6.4% 359
ATR 173 168 -5 -2.9% 0
Volume 82,212 82,555 343 0.4% 589,905
Daily Pivots for day following 09-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,444 13,394 13,195
R3 13,341 13,291 13,166
R2 13,238 13,238 13,157
R1 13,188 13,188 13,148 13,213
PP 13,135 13,135 13,135 13,148
S1 13,085 13,085 13,129 13,110
S2 13,032 13,032 13,119
S3 12,929 12,982 13,110
S4 12,826 12,879 13,081
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 13,185 12,813 372 2.8% 138 1.1% 87% True False 84,428
10 13,185 12,721 464 3.5% 159 1.2% 90% True False 105,409
20 13,185 12,462 723 5.5% 173 1.3% 93% True False 115,319
40 13,185 12,376 809 6.2% 173 1.3% 94% True False 117,957
60 13,185 11,884 1,301 9.9% 176 1.3% 96% True False 89,793
80 13,213 11,884 1,329 10.1% 155 1.2% 94% False False 67,357
100 13,213 11,884 1,329 10.1% 142 1.1% 94% False False 53,887
120 13,213 11,884 1,329 10.1% 128 1.0% 94% False False 44,909
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 False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 41
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,623
2.618 13,455
1.618 13,352
1.000 13,288
0.618 13,249
HIGH 13,185
0.618 13,146
0.500 13,134
0.382 13,121
LOW 13,082
0.618 13,018
1.000 12,979
1.618 12,915
2.618 12,812
4.250 12,644
Fisher Pivots for day following 09-Aug-2012
Pivot 1 day 3 day
R1 13,137 13,131
PP 13,135 13,123
S1 13,134 13,116

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

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