mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 14-Aug-2012
Day Change Summary
Previous Current
13-Aug-2012 14-Aug-2012 Change Change % Previous Week
Open 13,160 13,132 -28 -0.2% 13,064
High 13,183 13,191 8 0.1% 13,185
Low 13,073 13,104 31 0.2% 13,034
Close 13,137 13,133 -4 0.0% 13,172
Range 110 87 -23 -20.9% 151
ATR 161 156 -5 -3.3% 0
Volume 89,320 89,230 -90 -0.1% 401,262
Daily Pivots for day following 14-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,404 13,355 13,181
R3 13,317 13,268 13,157
R2 13,230 13,230 13,149
R1 13,181 13,181 13,141 13,206
PP 13,143 13,143 13,143 13,155
S1 13,094 13,094 13,125 13,119
S2 13,056 13,056 13,117
S3 12,969 13,007 13,109
S4 12,882 12,920 13,085
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,583 13,529 13,255
R3 13,432 13,378 13,214
R2 13,281 13,281 13,200
R1 13,227 13,227 13,186 13,254
PP 13,130 13,130 13,130 13,144
S1 13,076 13,076 13,158 13,103
S2 12,979 12,979 13,144
S3 12,828 12,925 13,131
S4 12,677 12,774 13,089
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,191 13,046 145 1.1% 107 0.8% 60% True False 86,351
10 13,191 12,721 470 3.6% 145 1.1% 88% True False 96,060
20 13,191 12,462 729 5.6% 163 1.2% 92% True False 111,878
40 13,191 12,376 815 6.2% 168 1.3% 93% True False 114,397
60 13,191 11,884 1,307 10.0% 174 1.3% 96% True False 94,230
80 13,213 11,884 1,329 10.1% 156 1.2% 94% False False 70,694
100 13,213 11,884 1,329 10.1% 143 1.1% 94% False False 56,556
120 13,213 11,884 1,329 10.1% 130 1.0% 94% False False 47,134
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 True
Bear Hook False
Bull Hook False
Stretch 39
Narrowest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 13,561
2.618 13,419
1.618 13,332
1.000 13,278
0.618 13,245
HIGH 13,191
0.618 13,158
0.500 13,148
0.382 13,137
LOW 13,104
0.618 13,050
1.000 13,017
1.618 12,963
2.618 12,876
4.250 12,734
Fisher Pivots for day following 14-Aug-2012
Pivot 1 day 3 day
R1 13,148 13,129
PP 13,143 13,125
S1 13,138 13,121

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

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