mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 16-Aug-2012
Day Change Summary
Previous Current
15-Aug-2012 16-Aug-2012 Change Change % Previous Week
Open 13,130 13,137 7 0.1% 13,064
High 13,170 13,246 76 0.6% 13,185
Low 13,099 13,120 21 0.2% 13,034
Close 13,135 13,225 90 0.7% 13,172
Range 71 126 55 77.5% 151
ATR 150 148 -2 -1.1% 0
Volume 80,307 96,188 15,881 19.8% 401,262
Daily Pivots for day following 16-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,575 13,526 13,294
R3 13,449 13,400 13,260
R2 13,323 13,323 13,248
R1 13,274 13,274 13,237 13,299
PP 13,197 13,197 13,197 13,209
S1 13,148 13,148 13,214 13,173
S2 13,071 13,071 13,202
S3 12,945 13,022 13,190
S4 12,819 12,896 13,156
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 13,246 13,051 195 1.5% 104 0.8% 89% True False 88,696
10 13,246 12,813 433 3.3% 121 0.9% 95% True False 86,562
20 13,246 12,462 784 5.9% 159 1.2% 97% True False 109,673
40 13,246 12,376 870 6.6% 165 1.2% 98% True False 111,860
60 13,246 11,884 1,362 10.3% 172 1.3% 98% True False 97,157
80 13,246 11,884 1,362 10.3% 158 1.2% 98% True False 72,900
100 13,246 11,884 1,362 10.3% 142 1.1% 98% True False 58,321
120 13,246 11,884 1,362 10.3% 131 1.0% 98% True False 48,604
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 13,782
2.618 13,576
1.618 13,450
1.000 13,372
0.618 13,324
HIGH 13,246
0.618 13,198
0.500 13,183
0.382 13,168
LOW 13,120
0.618 13,042
1.000 12,994
1.618 12,916
2.618 12,790
4.250 12,585
Fisher Pivots for day following 16-Aug-2012
Pivot 1 day 3 day
R1 13,211 13,208
PP 13,197 13,190
S1 13,183 13,173

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

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