mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 21-Aug-2012
Day Change Summary
Previous Current
20-Aug-2012 21-Aug-2012 Change Change % Previous Week
Open 13,249 13,230 -19 -0.1% 13,160
High 13,268 13,308 40 0.3% 13,256
Low 13,204 13,162 -42 -0.3% 13,073
Close 13,229 13,199 -30 -0.2% 13,247
Range 64 146 82 128.1% 183
ATR 135 136 1 0.6% 0
Volume 68,977 103,835 34,858 50.5% 418,283
Daily Pivots for day following 21-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,661 13,576 13,279
R3 13,515 13,430 13,239
R2 13,369 13,369 13,226
R1 13,284 13,284 13,213 13,254
PP 13,223 13,223 13,223 13,208
S1 13,138 13,138 13,186 13,108
S2 13,077 13,077 13,172
S3 12,931 12,992 13,159
S4 12,785 12,846 13,119
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 13,308 13,099 209 1.6% 90 0.7% 48% True False 82,509
10 13,308 13,046 262 2.0% 99 0.7% 58% True False 84,430
20 13,308 12,472 836 6.3% 143 1.1% 87% True False 101,189
40 13,308 12,376 932 7.1% 157 1.2% 88% True False 107,484
60 13,308 11,884 1,424 10.8% 169 1.3% 92% True False 101,085
80 13,308 11,884 1,424 10.8% 159 1.2% 92% True False 75,850
100 13,308 11,884 1,424 10.8% 142 1.1% 92% True False 60,681
120 13,308 11,884 1,424 10.8% 131 1.0% 92% True False 50,571
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 13,929
2.618 13,690
1.618 13,544
1.000 13,454
0.618 13,398
HIGH 13,308
0.618 13,252
0.500 13,235
0.382 13,218
LOW 13,162
0.618 13,072
1.000 13,016
1.618 12,926
2.618 12,780
4.250 12,542
Fisher Pivots for day following 21-Aug-2012
Pivot 1 day 3 day
R1 13,235 13,235
PP 13,223 13,223
S1 13,211 13,211

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

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