mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 30-Aug-2012
Day Change Summary
Previous Current
29-Aug-2012 30-Aug-2012 Change Change % Previous Week
Open 13,084 13,082 -2 0.0% 13,249
High 13,131 13,088 -43 -0.3% 13,308
Low 13,065 12,966 -99 -0.8% 13,011
Close 13,084 12,982 -102 -0.8% 13,156
Range 66 122 56 84.8% 297
ATR 126 126 0 -0.2% 0
Volume 82,619 103,447 20,828 25.2% 522,444
Daily Pivots for day following 30-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,378 13,302 13,049
R3 13,256 13,180 13,016
R2 13,134 13,134 13,004
R1 13,058 13,058 12,993 13,035
PP 13,012 13,012 13,012 13,001
S1 12,936 12,936 12,971 12,913
S2 12,890 12,890 12,960
S3 12,768 12,814 12,949
S4 12,646 12,692 12,915
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 13,186 12,966 220 1.7% 99 0.8% 7% False True 91,600
10 13,308 12,966 342 2.6% 105 0.8% 5% False True 93,759
20 13,308 12,813 495 3.8% 113 0.9% 34% False False 90,160
40 13,308 12,425 883 6.8% 147 1.1% 63% False False 108,570
60 13,308 12,288 1,020 7.9% 160 1.2% 68% False False 112,494
80 13,308 11,884 1,424 11.0% 160 1.2% 77% False False 84,618
100 13,308 11,884 1,424 11.0% 145 1.1% 77% False False 67,697
120 13,308 11,884 1,424 11.0% 134 1.0% 77% False False 56,417
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 28
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,607
2.618 13,408
1.618 13,286
1.000 13,210
0.618 13,164
HIGH 13,088
0.618 13,042
0.500 13,027
0.382 13,013
LOW 12,966
0.618 12,891
1.000 12,844
1.618 12,769
2.618 12,647
4.250 12,448
Fisher Pivots for day following 30-Aug-2012
Pivot 1 day 3 day
R1 13,027 13,051
PP 13,012 13,028
S1 12,997 13,005

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

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