mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 20-Aug-2012
Day Change Summary
Previous Current
17-Aug-2012 20-Aug-2012 Change Change % Previous Week
Open 13,228 13,249 21 0.2% 13,160
High 13,256 13,268 12 0.1% 13,256
Low 13,213 13,204 -9 -0.1% 13,073
Close 13,247 13,229 -18 -0.1% 13,247
Range 43 64 21 48.8% 183
ATR 141 135 -5 -3.9% 0
Volume 63,238 68,977 5,739 9.1% 418,283
Daily Pivots for day following 20-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,426 13,391 13,264
R3 13,362 13,327 13,247
R2 13,298 13,298 13,241
R1 13,263 13,263 13,235 13,249
PP 13,234 13,234 13,234 13,226
S1 13,199 13,199 13,223 13,185
S2 13,170 13,170 13,217
S3 13,106 13,135 13,212
S4 13,042 13,071 13,194
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 13,268 13,099 169 1.3% 78 0.6% 77% True False 79,588
10 13,268 13,046 222 1.7% 95 0.7% 82% True False 81,610
20 13,268 12,462 806 6.1% 146 1.1% 95% True False 103,075
40 13,268 12,376 892 6.7% 157 1.2% 96% True False 107,897
60 13,268 11,884 1,384 10.5% 169 1.3% 97% True False 99,357
80 13,268 11,884 1,384 10.5% 158 1.2% 97% True False 74,552
100 13,268 11,884 1,384 10.5% 141 1.1% 97% True False 59,643
120 13,268 11,884 1,384 10.5% 131 1.0% 97% True False 49,706
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,540
2.618 13,436
1.618 13,372
1.000 13,332
0.618 13,308
HIGH 13,268
0.618 13,244
0.500 13,236
0.382 13,229
LOW 13,204
0.618 13,165
1.000 13,140
1.618 13,101
2.618 13,037
4.250 12,932
Fisher Pivots for day following 20-Aug-2012
Pivot 1 day 3 day
R1 13,236 13,217
PP 13,234 13,206
S1 13,231 13,194

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

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