mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 22-Aug-2012
Day Change Summary
Previous Current
21-Aug-2012 22-Aug-2012 Change Change % Previous Week
Open 13,230 13,199 -31 -0.2% 13,160
High 13,308 13,206 -102 -0.8% 13,256
Low 13,162 13,099 -63 -0.5% 13,073
Close 13,199 13,156 -43 -0.3% 13,247
Range 146 107 -39 -26.7% 183
ATR 136 134 -2 -1.5% 0
Volume 103,835 129,720 25,885 24.9% 418,283
Daily Pivots for day following 22-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,475 13,422 13,215
R3 13,368 13,315 13,186
R2 13,261 13,261 13,176
R1 13,208 13,208 13,166 13,181
PP 13,154 13,154 13,154 13,140
S1 13,101 13,101 13,146 13,074
S2 13,047 13,047 13,137
S3 12,940 12,994 13,127
S4 12,833 12,887 13,097
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% 97 0.7% 27% False True 92,391
10 13,308 13,051 257 2.0% 98 0.7% 41% False False 89,180
20 13,308 12,584 724 5.5% 138 1.0% 79% False False 101,058
40 13,308 12,376 932 7.1% 156 1.2% 84% False False 107,811
60 13,308 11,884 1,424 10.8% 169 1.3% 89% False False 103,243
80 13,308 11,884 1,424 10.8% 160 1.2% 89% False False 77,472
100 13,308 11,884 1,424 10.8% 142 1.1% 89% False False 61,979
120 13,308 11,884 1,424 10.8% 131 1.0% 89% False False 51,652
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,661
2.618 13,486
1.618 13,379
1.000 13,313
0.618 13,272
HIGH 13,206
0.618 13,165
0.500 13,153
0.382 13,140
LOW 13,099
0.618 13,033
1.000 12,992
1.618 12,926
2.618 12,819
4.250 12,644
Fisher Pivots for day following 22-Aug-2012
Pivot 1 day 3 day
R1 13,155 13,204
PP 13,154 13,188
S1 13,153 13,172

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

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