mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 17-Aug-2012

Day Change Summary
	Previous	Current
	16-Aug-2012	17-Aug-2012	Change	Change %	Previous Week
Open	13,137	13,228	91	0.7%	13,160
High	13,246	13,256	10	0.1%	13,256
Low	13,120	13,213	93	0.7%	13,073
Close	13,225	13,247	22	0.2%	13,247
Range	126	43	-83	-65.9%	183
ATR	148	141	-8	-5.1%	0
Volume	96,188	63,238	-32,950	-34.3%	418,283

Daily Pivots for day following 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,368	13,350	13,271
R3	13,325	13,307	13,259
R2	13,282	13,282	13,255
R1	13,264	13,264	13,251	13,273
PP	13,239	13,239	13,239	13,243
S1	13,221	13,221	13,243	13,230
S2	13,196	13,196	13,239
S3	13,153	13,178	13,235
S4	13,110	13,135	13,223

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,741	13,677	13,348
R3	13,558	13,494	13,297
R2	13,375	13,375	13,281
R1	13,311	13,311	13,264	13,343
PP	13,192	13,192	13,192	13,208
S1	13,128	13,128	13,230	13,160
S2	13,009	13,009	13,214
S3	12,826	12,945	13,197
S4	12,643	12,762	13,146

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,256	13,073	183	1.4%	88	0.7%	95%	True	False	83,656
10	13,256	13,034	222	1.7%	99	0.7%	96%	True	False	81,954
20	13,256	12,462	794	6.0%	155	1.2%	99%	True	False	106,883
40	13,256	12,376	880	6.6%	159	1.2%	99%	True	False	109,136
60	13,256	11,884	1,372	10.4%	170	1.3%	99%	True	False	98,207
80	13,256	11,884	1,372	10.4%	158	1.2%	99%	True	False	73,690
100	13,256	11,884	1,372	10.4%	141	1.1%	99%	True	False	58,953
120	13,256	11,884	1,372	10.4%	130	1.0%	99%	True	False	49,131

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	False
Bear Hook	False
Bull Hook	False
Stretch	28
Narrowest range in 77 trading days

Fibonacci Retracements and Extensions
4.250	13,439
2.618	13,369
1.618	13,326
1.000	13,299
0.618	13,283
HIGH	13,256
0.618	13,240
0.500	13,235
0.382	13,230
LOW	13,213
0.618	13,187
1.000	13,170
1.618	13,144
2.618	13,101
4.250	13,030

Fisher Pivots for day following 17-Aug-2012
Pivot	1 day	3 day
R1	13,243	13,224
PP	13,239	13,201
S1	13,235	13,178

Download as Excel Spreadsheet

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

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