mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 04-Sep-2012 Change Change % Previous Week
Open 12,984 13,062 78 0.6% 13,159
High 13,144 13,121 -23 -0.2% 13,186
Low 12,971 12,965 -6 0.0% 12,966
Close 13,079 13,050 -29 -0.2% 13,079
Range 173 156 -17 -9.8% 220
ATR 129 131 2 1.5% 0
Volume 158,861 134,241 -24,620 -15.5% 510,771
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,513 13,438 13,136
R3 13,357 13,282 13,093
R2 13,201 13,201 13,079
R1 13,126 13,126 13,064 13,086
PP 13,045 13,045 13,045 13,025
S1 12,970 12,970 13,036 12,930
S2 12,889 12,889 13,022
S3 12,733 12,814 13,007
S4 12,577 12,658 12,964
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 13,144 12,965 179 1.4% 118 0.9% 47% False True 114,004
10 13,308 12,965 343 2.6% 127 1.0% 25% False True 109,847
20 13,308 12,965 343 2.6% 111 0.8% 25% False True 95,729
40 13,308 12,425 883 6.8% 147 1.1% 71% False False 109,843
60 13,308 12,288 1,020 7.8% 160 1.2% 75% False False 115,212
80 13,308 11,884 1,424 10.9% 161 1.2% 82% False False 88,280
100 13,308 11,884 1,424 10.9% 146 1.1% 82% False False 70,627
120 13,308 11,884 1,424 10.9% 136 1.0% 82% False False 58,858
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 32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,784
2.618 13,530
1.618 13,374
1.000 13,277
0.618 13,218
HIGH 13,121
0.618 13,062
0.500 13,043
0.382 13,025
LOW 12,965
0.618 12,869
1.000 12,809
1.618 12,713
2.618 12,557
4.250 12,302
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 13,048 13,055
PP 13,045 13,053
S1 13,043 13,052

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

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