mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 13,276 13,285 9 0.1% 13,062
High 13,324 13,318 -6 0.0% 13,324
Low 13,263 13,231 -32 -0.2% 12,965
Close 13,296 13,237 -59 -0.4% 13,296
Range 61 87 26 42.6% 359
ATR 132 129 -3 -2.4% 0
Volume 101,796 72,331 -29,465 -28.9% 480,060
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,523 13,467 13,285
R3 13,436 13,380 13,261
R2 13,349 13,349 13,253
R1 13,293 13,293 13,245 13,278
PP 13,262 13,262 13,262 13,254
S1 13,206 13,206 13,229 13,191
S2 13,175 13,175 13,221
S3 13,088 13,119 13,213
S4 13,001 13,032 13,189
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% 131 1.0% 76% False False 110,478
10 13,324 12,965 359 2.7% 117 0.9% 76% False False 106,316
20 13,324 12,965 359 2.7% 113 0.9% 76% False False 100,194
40 13,324 12,462 862 6.5% 140 1.1% 90% False False 107,045
60 13,324 12,376 948 7.2% 152 1.1% 91% False False 110,628
80 13,324 11,884 1,440 10.9% 161 1.2% 94% False False 93,495
100 13,324 11,884 1,440 10.9% 148 1.1% 94% False False 74,808
120 13,324 11,884 1,440 10.9% 138 1.0% 94% False False 62,342
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,688
2.618 13,546
1.618 13,459
1.000 13,405
0.618 13,372
HIGH 13,318
0.618 13,285
0.500 13,275
0.382 13,264
LOW 13,231
0.618 13,177
1.000 13,144
1.618 13,090
2.618 13,003
4.250 12,861
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 13,275 13,219
PP 13,262 13,202
S1 13,250 13,184

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

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