mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 23-Aug-2012
Day Change Summary
Previous Current
22-Aug-2012 23-Aug-2012 Change Change % Previous Week
Open 13,199 13,154 -45 -0.3% 13,160
High 13,206 13,215 9 0.1% 13,256
Low 13,099 13,024 -75 -0.6% 13,073
Close 13,156 13,039 -117 -0.9% 13,247
Range 107 191 84 78.5% 183
ATR 134 138 4 3.0% 0
Volume 129,720 113,820 -15,900 -12.3% 418,283
Daily Pivots for day following 23-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,666 13,543 13,144
R3 13,475 13,352 13,092
R2 13,284 13,284 13,074
R1 13,161 13,161 13,057 13,127
PP 13,093 13,093 13,093 13,076
S1 12,970 12,970 13,022 12,936
S2 12,902 12,902 13,004
S3 12,711 12,779 12,987
S4 12,520 12,588 12,934
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 13,024 284 2.2% 110 0.8% 5% False True 95,918
10 13,308 13,024 284 2.2% 107 0.8% 5% False True 92,307
20 13,308 12,721 587 4.5% 133 1.0% 54% False False 98,858
40 13,308 12,376 932 7.1% 158 1.2% 71% False False 108,057
60 13,308 11,884 1,424 10.9% 169 1.3% 81% False False 105,139
80 13,308 11,884 1,424 10.9% 162 1.2% 81% False False 78,894
100 13,308 11,884 1,424 10.9% 143 1.1% 81% False False 63,117
120 13,308 11,884 1,424 10.9% 133 1.0% 81% False False 52,601
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 31
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 14,027
2.618 13,715
1.618 13,524
1.000 13,406
0.618 13,333
HIGH 13,215
0.618 13,142
0.500 13,120
0.382 13,097
LOW 13,024
0.618 12,906
1.000 12,833
1.618 12,715
2.618 12,524
4.250 12,212
Fisher Pivots for day following 23-Aug-2012
Pivot 1 day 3 day
R1 13,120 13,166
PP 13,093 13,124
S1 13,066 13,081

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

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