mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 13,513 13,590 77 0.6% 13,285
High 13,651 13,594 -57 -0.4% 13,651
Low 13,510 13,526 16 0.1% 13,195
Close 13,592 13,541 -51 -0.4% 13,592
Range 141 68 -73 -51.8% 456
ATR 137 132 -5 -3.6% 0
Volume 76,027 37,445 -38,582 -50.7% 489,849
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,758 13,717 13,579
R3 13,690 13,649 13,560
R2 13,622 13,622 13,554
R1 13,581 13,581 13,547 13,568
PP 13,554 13,554 13,554 13,547
S1 13,513 13,513 13,535 13,500
S2 13,486 13,486 13,529
S3 13,418 13,445 13,522
S4 13,350 13,377 13,504
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 14,847 14,676 13,843
R3 14,391 14,220 13,718
R2 13,935 13,935 13,676
R1 13,764 13,764 13,634 13,850
PP 13,479 13,479 13,479 13,522
S1 13,308 13,308 13,550 13,394
S2 13,023 13,023 13,509
S3 12,567 12,852 13,467
S4 12,111 12,396 13,341
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,651 13,195 456 3.4% 141 1.0% 76% False False 90,992
10 13,651 12,965 686 5.1% 136 1.0% 84% False False 100,735
20 13,651 12,965 686 5.1% 127 0.9% 84% False False 102,028
40 13,651 12,462 1,189 8.8% 141 1.0% 91% False False 104,455
60 13,651 12,376 1,275 9.4% 148 1.1% 91% False False 106,767
80 13,651 11,884 1,767 13.0% 159 1.2% 94% False False 99,163
100 13,651 11,884 1,767 13.0% 152 1.1% 94% False False 79,358
120 13,651 11,884 1,767 13.0% 139 1.0% 94% False False 66,132
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 13,883
2.618 13,772
1.618 13,704
1.000 13,662
0.618 13,636
HIGH 13,594
0.618 13,568
0.500 13,560
0.382 13,552
LOW 13,526
0.618 13,484
1.000 13,458
1.618 13,416
2.618 13,348
4.250 13,237
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 13,560 13,523
PP 13,554 13,505
S1 13,547 13,488

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

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