mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 13,082 12,984 -98 -0.7% 13,159
High 13,088 13,144 56 0.4% 13,186
Low 12,966 12,971 5 0.0% 12,966
Close 12,982 13,079 97 0.7% 13,079
Range 122 173 51 41.8% 220
ATR 126 129 3 2.7% 0
Volume 103,447 158,861 55,414 53.6% 510,771
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,584 13,504 13,174
R3 13,411 13,331 13,127
R2 13,238 13,238 13,111
R1 13,158 13,158 13,095 13,198
PP 13,065 13,065 13,065 13,085
S1 12,985 12,985 13,063 13,025
S2 12,892 12,892 13,047
S3 12,719 12,812 13,032
S4 12,546 12,639 12,984
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,737 13,628 13,200
R3 13,517 13,408 13,140
R2 13,297 13,297 13,119
R1 13,188 13,188 13,099 13,133
PP 13,077 13,077 13,077 13,049
S1 12,968 12,968 13,059 12,913
S2 12,857 12,857 13,039
S3 12,637 12,748 13,019
S4 12,417 12,528 12,958
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% 104 0.8% 51% False False 102,154
10 13,308 12,966 342 2.6% 118 0.9% 33% False False 103,321
20 13,308 12,966 342 2.6% 108 0.8% 33% False False 92,638
40 13,308 12,425 883 6.8% 146 1.1% 74% False False 108,971
60 13,308 12,288 1,020 7.8% 161 1.2% 78% False False 114,686
80 13,308 11,884 1,424 10.9% 160 1.2% 84% False False 86,603
100 13,308 11,884 1,424 10.9% 146 1.1% 84% False False 69,285
120 13,308 11,884 1,424 10.9% 135 1.0% 84% False False 57,740
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 13,879
2.618 13,597
1.618 13,424
1.000 13,317
0.618 13,251
HIGH 13,144
0.618 13,078
0.500 13,058
0.382 13,037
LOW 12,971
0.618 12,864
1.000 12,798
1.618 12,691
2.618 12,518
4.250 12,236
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 13,072 13,071
PP 13,065 13,063
S1 13,058 13,055

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

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