mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 12,460 12,600 140 1.1% 12,524
High 12,531 12,640 109 0.9% 12,640
Low 12,460 12,597 137 1.1% 12,235
Close 12,531 12,640 109 0.9% 12,640
Range 71 43 -28 -39.4% 405
ATR 139 137 -2 -1.5% 0
Volume 5 1 -4 -80.0% 22
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 12,755 12,740 12,664
R3 12,712 12,697 12,652
R2 12,669 12,669 12,648
R1 12,654 12,654 12,644 12,662
PP 12,626 12,626 12,626 12,629
S1 12,611 12,611 12,636 12,619
S2 12,583 12,583 12,632
S3 12,540 12,568 12,628
S4 12,497 12,525 12,616
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,720 13,585 12,863
R3 13,315 13,180 12,752
R2 12,910 12,910 12,714
R1 12,775 12,775 12,677 12,843
PP 12,505 12,505 12,505 12,539
S1 12,370 12,370 12,603 12,438
S2 12,100 12,100 12,566
S3 11,695 11,965 12,529
S4 11,290 11,560 12,417
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,640 12,235 405 3.2% 81 0.6% 100% True False 4
10 12,640 11,913 727 5.8% 44 0.3% 100% True False 2
20 12,640 11,913 727 5.8% 49 0.4% 100% True False 2
40 13,108 11,913 1,195 9.5% 52 0.4% 61% False False 2
60 13,108 11,913 1,195 9.5% 42 0.3% 61% False False 4
80 13,109 11,913 1,196 9.5% 35 0.3% 61% False False 4
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 0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,823
2.618 12,753
1.618 12,710
1.000 12,683
0.618 12,667
HIGH 12,640
0.618 12,624
0.500 12,619
0.382 12,614
LOW 12,597
0.618 12,571
1.000 12,554
1.618 12,528
2.618 12,485
4.250 12,414
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 12,633 12,592
PP 12,626 12,545
S1 12,619 12,497

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

View Archives - Comment on this page... - Back to Index of Symbols