mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 12-Sep-2012
Day Change Summary
Previous Current
11-Sep-2012 12-Sep-2012 Change Change % Previous Week
Open 13,232 13,294 62 0.5% 13,062
High 13,349 13,376 27 0.2% 13,324
Low 13,195 13,284 89 0.7% 12,965
Close 13,293 13,361 68 0.5% 13,296
Range 154 92 -62 -40.3% 359
ATR 130 128 -3 -2.1% 0
Volume 90,819 106,387 15,568 17.1% 480,060
Daily Pivots for day following 12-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,616 13,581 13,412
R3 13,524 13,489 13,386
R2 13,432 13,432 13,378
R1 13,397 13,397 13,370 13,415
PP 13,340 13,340 13,340 13,349
S1 13,305 13,305 13,353 13,323
S2 13,248 13,248 13,344
S3 13,156 13,213 13,336
S4 13,064 13,121 13,311
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 13,376 13,044 332 2.5% 128 1.0% 95% True False 102,185
10 13,376 12,965 411 3.1% 126 0.9% 96% True False 109,452
20 13,376 12,965 411 3.1% 116 0.9% 96% True False 101,127
40 13,376 12,462 914 6.8% 140 1.0% 98% True False 106,502
60 13,376 12,376 1,000 7.5% 150 1.1% 99% True False 109,974
80 13,376 11,884 1,492 11.2% 159 1.2% 99% True False 95,954
100 13,376 11,884 1,492 11.2% 148 1.1% 99% True False 76,780
120 13,376 11,884 1,492 11.2% 138 1.0% 99% True False 63,985
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 23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,767
2.618 13,617
1.618 13,525
1.000 13,468
0.618 13,433
HIGH 13,376
0.618 13,341
0.500 13,330
0.382 13,319
LOW 13,284
0.618 13,227
1.000 13,192
1.618 13,135
2.618 13,043
4.250 12,893
Fisher Pivots for day following 12-Sep-2012
Pivot 1 day 3 day
R1 13,351 13,336
PP 13,340 13,311
S1 13,330 13,286

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

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