mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 13,051 13,276 225 1.7% 13,062
High 13,288 13,324 36 0.3% 13,324
Low 13,044 13,263 219 1.7% 12,965
Close 13,275 13,296 21 0.2% 13,296
Range 244 61 -183 -75.0% 359
ATR 137 132 -5 -4.0% 0
Volume 139,593 101,796 -37,797 -27.1% 480,060
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,477 13,448 13,330
R3 13,416 13,387 13,313
R2 13,355 13,355 13,307
R1 13,326 13,326 13,302 13,341
PP 13,294 13,294 13,294 13,302
S1 13,265 13,265 13,291 13,280
S2 13,233 13,233 13,285
S3 13,172 13,204 13,279
S4 13,111 13,143 13,263
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 14,272 14,143 13,494
R3 13,913 13,784 13,395
R2 13,554 13,554 13,362
R1 13,425 13,425 13,329 13,490
PP 13,195 13,195 13,195 13,227
S1 13,066 13,066 13,263 13,131
S2 12,836 12,836 13,230
S3 12,477 12,707 13,197
S4 12,118 12,348 13,099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,324 12,965 359 2.7% 148 1.1% 92% True False 127,784
10 13,324 12,965 359 2.7% 123 0.9% 92% True False 109,692
20 13,324 12,965 359 2.7% 115 0.9% 92% True False 100,999
40 13,324 12,462 862 6.5% 144 1.1% 97% True False 108,159
60 13,324 12,376 948 7.1% 154 1.2% 97% True False 112,304
80 13,324 11,884 1,440 10.8% 161 1.2% 98% True False 92,595
100 13,324 11,884 1,440 10.8% 147 1.1% 98% True False 74,085
120 13,324 11,884 1,440 10.8% 138 1.0% 98% True False 61,739
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 24
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 13,583
2.618 13,484
1.618 13,423
1.000 13,385
0.618 13,362
HIGH 13,324
0.618 13,301
0.500 13,294
0.382 13,286
LOW 13,263
0.618 13,225
1.000 13,202
1.618 13,164
2.618 13,103
4.250 13,004
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 13,295 13,248
PP 13,294 13,201
S1 13,294 13,153

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

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