mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 12,328 12,570 242 2.0% 12,362
High 12,457 12,739 282 2.3% 12,739
Low 12,323 12,570 247 2.0% 12,323
Close 12,457 12,739 282 2.3% 12,739
Range 134 169 35 26.1% 416
ATR 128 139 11 8.6% 0
Volume 3 4 1 33.3% 11
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,190 13,133 12,832
R3 13,021 12,964 12,786
R2 12,852 12,852 12,770
R1 12,795 12,795 12,755 12,824
PP 12,683 12,683 12,683 12,697
S1 12,626 12,626 12,724 12,655
S2 12,514 12,514 12,708
S3 12,345 12,457 12,693
S4 12,176 12,288 12,646
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,848 13,710 12,968
R3 13,432 13,294 12,854
R2 13,016 13,016 12,815
R1 12,878 12,878 12,777 12,947
PP 12,600 12,600 12,600 12,635
S1 12,462 12,462 12,701 12,531
S2 12,184 12,184 12,663
S3 11,768 12,046 12,625
S4 11,352 11,630 12,510
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,739 12,323 416 3.3% 86 0.7% 100% True False 2
10 12,752 12,323 429 3.4% 93 0.7% 97% False False 5
20 12,752 11,913 839 6.6% 69 0.5% 98% False False 4
40 12,849 11,913 936 7.3% 68 0.5% 88% False False 3
60 13,108 11,913 1,195 9.4% 53 0.4% 69% False False 3
80 13,109 11,913 1,196 9.4% 45 0.4% 69% False False 5
100 13,109 11,913 1,196 9.4% 40 0.3% 69% 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 1
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 13,457
2.618 13,182
1.618 13,013
1.000 12,908
0.618 12,844
HIGH 12,739
0.618 12,675
0.500 12,655
0.382 12,635
LOW 12,570
0.618 12,466
1.000 12,401
1.618 12,297
2.618 12,128
4.250 11,852
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 12,711 12,670
PP 12,683 12,600
S1 12,655 12,531

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

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