mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 24-Aug-2012
Day Change Summary
Previous Current
23-Aug-2012 24-Aug-2012 Change Change % Previous Week
Open 13,154 13,038 -116 -0.9% 13,249
High 13,215 13,162 -53 -0.4% 13,308
Low 13,024 13,011 -13 -0.1% 13,011
Close 13,039 13,156 117 0.9% 13,156
Range 191 151 -40 -20.9% 297
ATR 138 139 1 0.7% 0
Volume 113,820 106,092 -7,728 -6.8% 522,444
Daily Pivots for day following 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,563 13,510 13,239
R3 13,412 13,359 13,198
R2 13,261 13,261 13,184
R1 13,208 13,208 13,170 13,235
PP 13,110 13,110 13,110 13,123
S1 13,057 13,057 13,142 13,084
S2 12,959 12,959 13,128
S3 12,808 12,906 13,115
S4 12,657 12,755 13,073
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 14,049 13,900 13,319
R3 13,752 13,603 13,238
R2 13,455 13,455 13,211
R1 13,306 13,306 13,183 13,232
PP 13,158 13,158 13,158 13,122
S1 13,009 13,009 13,129 12,935
S2 12,861 12,861 13,102
S3 12,564 12,712 13,074
S4 12,267 12,415 12,993
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,308 13,011 297 2.3% 132 1.0% 49% False True 104,488
10 13,308 13,011 297 2.3% 110 0.8% 49% False True 94,072
20 13,308 12,721 587 4.5% 128 1.0% 74% False False 96,594
40 13,308 12,425 883 6.7% 157 1.2% 83% False False 106,320
60 13,308 11,884 1,424 10.8% 169 1.3% 89% False False 106,903
80 13,308 11,884 1,424 10.8% 162 1.2% 89% False False 80,220
100 13,308 11,884 1,424 10.8% 144 1.1% 89% False False 64,178
120 13,308 11,884 1,424 10.8% 133 1.0% 89% False False 53,485
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 30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,804
2.618 13,557
1.618 13,406
1.000 13,313
0.618 13,255
HIGH 13,162
0.618 13,104
0.500 13,087
0.382 13,069
LOW 13,011
0.618 12,918
1.000 12,860
1.618 12,767
2.618 12,616
4.250 12,369
Fisher Pivots for day following 24-Aug-2012
Pivot 1 day 3 day
R1 13,133 13,142
PP 13,110 13,127
S1 13,087 13,113

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

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