mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 13,571 13,570 -1 0.0% 13,285
High 13,632 13,604 -28 -0.2% 13,651
Low 13,557 13,501 -56 -0.4% 13,195
Close 13,570 13,593 23 0.2% 13,592
Range 75 103 28 37.3% 456
ATR 125 123 -2 -1.2% 0
Volume 27,829 15,522 -12,307 -44.2% 489,849
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,875 13,837 13,650
R3 13,772 13,734 13,621
R2 13,669 13,669 13,612
R1 13,631 13,631 13,603 13,650
PP 13,566 13,566 13,566 13,576
S1 13,528 13,528 13,584 13,547
S2 13,463 13,463 13,574
S3 13,360 13,425 13,565
S4 13,257 13,322 13,536
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 13,501 150 1.1% 94 0.7% 61% False True 37,926
10 13,651 13,195 456 3.4% 112 0.8% 87% False False 70,524
20 13,651 12,965 686 5.0% 124 0.9% 92% False False 90,709
40 13,651 12,584 1,067 7.8% 131 1.0% 95% False False 95,883
60 13,651 12,376 1,275 9.4% 145 1.1% 95% False False 102,110
80 13,651 11,884 1,767 13.0% 158 1.2% 97% False False 100,110
100 13,651 11,884 1,767 13.0% 153 1.1% 97% False False 80,119
120 13,651 11,884 1,767 13.0% 139 1.0% 97% False False 66,767
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 21
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 14,042
2.618 13,874
1.618 13,771
1.000 13,707
0.618 13,668
HIGH 13,604
0.618 13,565
0.500 13,553
0.382 13,540
LOW 13,501
0.618 13,437
1.000 13,398
1.618 13,334
2.618 13,231
4.250 13,063
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 13,580 13,584
PP 13,566 13,575
S1 13,553 13,567

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

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