mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 13,132 13,130 -2 0.0% 13,064
High 13,191 13,170 -21 -0.2% 13,185
Low 13,104 13,099 -5 0.0% 13,034
Close 13,133 13,135 2 0.0% 13,172
Range 87 71 -16 -18.4% 151
ATR 156 150 -6 -3.9% 0
Volume 89,230 80,307 -8,923 -10.0% 401,262
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,348 13,312 13,174
R3 13,277 13,241 13,155
R2 13,206 13,206 13,148
R1 13,170 13,170 13,142 13,188
PP 13,135 13,135 13,135 13,144
S1 13,099 13,099 13,129 13,117
S2 13,064 13,064 13,122
S3 12,993 13,028 13,116
S4 12,922 12,957 13,096
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 13,051 140 1.1% 99 0.8% 60% False False 85,970
10 13,191 12,721 470 3.6% 139 1.1% 88% False False 93,095
20 13,191 12,462 729 5.6% 158 1.2% 92% False False 110,540
40 13,191 12,376 815 6.2% 165 1.3% 93% False False 113,686
60 13,191 11,884 1,307 10.0% 172 1.3% 96% False False 95,555
80 13,213 11,884 1,329 10.1% 156 1.2% 94% False False 71,697
100 13,213 11,884 1,329 10.1% 142 1.1% 94% False False 57,359
120 13,213 11,884 1,329 10.1% 130 1.0% 94% False False 47,803
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 True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 38
Narrowest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 13,472
2.618 13,356
1.618 13,285
1.000 13,241
0.618 13,214
HIGH 13,170
0.618 13,143
0.500 13,135
0.382 13,126
LOW 13,099
0.618 13,055
1.000 13,028
1.618 12,984
2.618 12,913
4.250 12,797
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 13,135 13,134
PP 13,135 13,133
S1 13,135 13,132

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

View Archives - Comment on this page... - Back to Index of Symbols