mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 21-Sep-2012
Day Change Summary
Previous Current
20-Sep-2012 21-Sep-2012 Change Change % Previous Week
Open 13,570 13,578 8 0.1% 13,590
High 13,604 13,717 113 0.8% 13,717
Low 13,501 13,578 77 0.6% 13,501
Close 13,593 13,652 59 0.4% 13,652
Range 103 139 36 35.0% 216
ATR 123 124 1 0.9% 0
Volume 15,522 2,349 -13,173 -84.9% 115,953
Daily Pivots for day following 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 14,066 13,998 13,729
R3 13,927 13,859 13,690
R2 13,788 13,788 13,678
R1 13,720 13,720 13,665 13,754
PP 13,649 13,649 13,649 13,666
S1 13,581 13,581 13,639 13,615
S2 13,510 13,510 13,627
S3 13,371 13,442 13,614
S4 13,232 13,303 13,576
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 14,271 14,178 13,771
R3 14,055 13,962 13,712
R2 13,839 13,839 13,692
R1 13,746 13,746 13,672 13,793
PP 13,623 13,623 13,623 13,647
S1 13,530 13,530 13,632 13,577
S2 13,407 13,407 13,613
S3 13,191 13,314 13,593
S4 12,975 13,098 13,533
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,717 13,501 216 1.6% 94 0.7% 70% True False 23,190
10 13,717 13,195 522 3.8% 119 0.9% 88% True False 60,580
20 13,717 12,965 752 5.5% 121 0.9% 91% True False 85,136
40 13,717 12,721 996 7.3% 127 0.9% 93% True False 91,997
60 13,717 12,376 1,341 9.8% 146 1.1% 95% True False 100,417
80 13,717 11,884 1,833 13.4% 157 1.1% 96% True False 100,138
100 13,717 11,884 1,833 13.4% 154 1.1% 96% True False 80,142
120 13,717 11,884 1,833 13.4% 140 1.0% 96% True False 66,787
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 14,308
2.618 14,081
1.618 13,942
1.000 13,856
0.618 13,803
HIGH 13,717
0.618 13,664
0.500 13,648
0.382 13,631
LOW 13,578
0.618 13,492
1.000 13,439
1.618 13,353
2.618 13,214
4.250 12,987
Fisher Pivots for day following 21-Sep-2012
Pivot 1 day 3 day
R1 13,651 13,638
PP 13,649 13,623
S1 13,648 13,609

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

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