mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 18-Jun-2012
Day Change Summary
Previous Current
15-Jun-2012 18-Jun-2012 Change Change % Previous Week
Open 12,600 12,752 152 1.2% 12,524
High 12,640 12,752 112 0.9% 12,640
Low 12,597 12,609 12 0.1% 12,235
Close 12,640 12,616 -24 -0.2% 12,640
Range 43 143 100 232.6% 405
ATR 137 137 0 0.3% 0
Volume 1 5 4 400.0% 22
Daily Pivots for day following 18-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,088 12,995 12,695
R3 12,945 12,852 12,655
R2 12,802 12,802 12,642
R1 12,709 12,709 12,629 12,684
PP 12,659 12,659 12,659 12,647
S1 12,566 12,566 12,603 12,541
S2 12,516 12,516 12,590
S3 12,373 12,423 12,577
S4 12,230 12,280 12,537
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 12,752 12,354 398 3.2% 52 0.4% 66% True False 4
10 12,752 11,976 776 6.2% 59 0.5% 82% True False 3
20 12,752 11,913 839 6.7% 53 0.4% 84% True False 2
40 13,108 11,913 1,195 9.5% 55 0.4% 59% False False 3
60 13,108 11,913 1,195 9.5% 44 0.3% 59% False False 4
80 13,109 11,913 1,196 9.5% 37 0.3% 59% False False 4
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 0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,360
2.618 13,126
1.618 12,983
1.000 12,895
0.618 12,840
HIGH 12,752
0.618 12,697
0.500 12,681
0.382 12,664
LOW 12,609
0.618 12,521
1.000 12,466
1.618 12,378
2.618 12,235
4.250 12,001
Fisher Pivots for day following 18-Jun-2012
Pivot 1 day 3 day
R1 12,681 12,613
PP 12,659 12,609
S1 12,638 12,606

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

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