mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 13,294 13,352 58 0.4% 13,062
High 13,376 13,575 199 1.5% 13,324
Low 13,284 13,324 40 0.3% 12,965
Close 13,361 13,520 159 1.2% 13,296
Range 92 251 159 172.8% 359
ATR 128 136 9 6.9% 0
Volume 106,387 144,285 37,898 35.6% 480,060
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 14,226 14,124 13,658
R3 13,975 13,873 13,589
R2 13,724 13,724 13,566
R1 13,622 13,622 13,543 13,673
PP 13,473 13,473 13,473 13,499
S1 13,371 13,371 13,497 13,422
S2 13,222 13,222 13,474
S3 12,971 13,120 13,451
S4 12,720 12,869 13,382
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 13,575 13,195 380 2.8% 129 1.0% 86% True False 103,123
10 13,575 12,965 610 4.5% 145 1.1% 91% True False 115,619
20 13,575 12,965 610 4.5% 125 0.9% 91% True False 104,326
40 13,575 12,462 1,113 8.2% 141 1.0% 95% True False 107,433
60 13,575 12,376 1,199 8.9% 152 1.1% 95% True False 110,566
80 13,575 11,884 1,691 12.5% 160 1.2% 97% True False 97,747
100 13,575 11,884 1,691 12.5% 150 1.1% 97% True False 78,223
120 13,575 11,884 1,691 12.5% 139 1.0% 97% True False 65,187
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 28 trading days
Fibonacci Retracements and Extensions
4.250 14,642
2.618 14,232
1.618 13,981
1.000 13,826
0.618 13,730
HIGH 13,575
0.618 13,479
0.500 13,450
0.382 13,420
LOW 13,324
0.618 13,169
1.000 13,073
1.618 12,918
2.618 12,667
4.250 12,257
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 13,497 13,475
PP 13,473 13,430
S1 13,450 13,385

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

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