mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 29-Aug-2012
Day Change Summary
Previous Current
28-Aug-2012 29-Aug-2012 Change Change % Previous Week
Open 13,104 13,084 -20 -0.2% 13,249
High 13,135 13,131 -4 0.0% 13,308
Low 13,064 13,065 1 0.0% 13,011
Close 13,086 13,084 -2 0.0% 13,156
Range 71 66 -5 -7.0% 297
ATR 131 126 -5 -3.5% 0
Volume 90,855 82,619 -8,236 -9.1% 522,444
Daily Pivots for day following 29-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,291 13,254 13,120
R3 13,225 13,188 13,102
R2 13,159 13,159 13,096
R1 13,122 13,122 13,090 13,117
PP 13,093 13,093 13,093 13,091
S1 13,056 13,056 13,078 13,051
S2 13,027 13,027 13,072
S3 12,961 12,990 13,066
S4 12,895 12,924 13,048
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% 113 0.9% 36% False False 93,675
10 13,308 13,011 297 2.3% 105 0.8% 25% False False 93,033
20 13,308 12,721 587 4.5% 122 0.9% 62% False False 93,064
40 13,308 12,425 883 6.7% 147 1.1% 75% False False 105,991
60 13,308 12,051 1,257 9.6% 163 1.2% 82% False False 110,964
80 13,308 11,884 1,424 10.9% 160 1.2% 84% False False 83,325
100 13,308 11,884 1,424 10.9% 146 1.1% 84% False False 66,662
120 13,308 11,884 1,424 10.9% 134 1.0% 84% False False 55,555
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 13,412
2.618 13,304
1.618 13,238
1.000 13,197
0.618 13,172
HIGH 13,131
0.618 13,106
0.500 13,098
0.382 13,090
LOW 13,065
0.618 13,024
1.000 12,999
1.618 12,958
2.618 12,892
4.250 12,785
Fisher Pivots for day following 29-Aug-2012
Pivot 1 day 3 day
R1 13,098 13,125
PP 13,093 13,111
S1 13,089 13,098

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

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