mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 28-Aug-2012
Day Change Summary
Previous Current
27-Aug-2012 28-Aug-2012 Change Change % Previous Week
Open 13,159 13,104 -55 -0.4% 13,249
High 13,186 13,135 -51 -0.4% 13,308
Low 13,101 13,064 -37 -0.3% 13,011
Close 13,107 13,086 -21 -0.2% 13,156
Range 85 71 -14 -16.5% 297
ATR 135 131 -5 -3.4% 0
Volume 74,989 90,855 15,866 21.2% 522,444
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,308 13,268 13,125
R3 13,237 13,197 13,106
R2 13,166 13,166 13,099
R1 13,126 13,126 13,093 13,111
PP 13,095 13,095 13,095 13,087
S1 13,055 13,055 13,080 13,040
S2 13,024 13,024 13,073
S3 12,953 12,984 13,067
S4 12,882 12,913 13,047
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 13,215 13,011 204 1.6% 121 0.9% 37% False False 103,095
10 13,308 13,011 297 2.3% 106 0.8% 25% False False 92,802
20 13,308 12,721 587 4.5% 125 1.0% 62% False False 94,431
40 13,308 12,425 883 6.7% 149 1.1% 75% False False 103,931
60 13,308 11,961 1,347 10.3% 164 1.2% 84% False False 109,617
80 13,308 11,884 1,424 10.9% 162 1.2% 84% False False 82,293
100 13,308 11,884 1,424 10.9% 146 1.1% 84% False False 65,836
120 13,308 11,884 1,424 10.9% 134 1.0% 84% False False 54,867
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 13,437
2.618 13,321
1.618 13,250
1.000 13,206
0.618 13,179
HIGH 13,135
0.618 13,108
0.500 13,100
0.382 13,091
LOW 13,064
0.618 13,020
1.000 12,993
1.618 12,949
2.618 12,878
4.250 12,762
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 13,100 13,099
PP 13,095 13,094
S1 13,091 13,090

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

View Archives - Comment on this page... - Back to Index of Symbols