mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 02-Jul-2012
Day Change Summary
Previous Current
29-Jun-2012 02-Jul-2012 Change Change % Previous Week
Open 12,570 12,701 131 1.0% 12,362
High 12,739 12,707 -32 -0.3% 12,739
Low 12,570 12,701 131 1.0% 12,323
Close 12,739 12,707 -32 -0.3% 12,739
Range 169 6 -163 -96.4% 416
ATR 139 132 -7 -5.2% 0
Volume 4 6 2 50.0% 11
Daily Pivots for day following 02-Jul-2012
Classic Woodie Camarilla DeMark
R4 12,723 12,721 12,710
R3 12,717 12,715 12,709
R2 12,711 12,711 12,708
R1 12,709 12,709 12,708 12,710
PP 12,705 12,705 12,705 12,706
S1 12,703 12,703 12,707 12,704
S2 12,699 12,699 12,706
S3 12,693 12,697 12,705
S4 12,687 12,691 12,704
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% 87 0.7% 92% False False 3
10 12,739 12,323 416 3.3% 80 0.6% 92% False False 5
20 12,752 11,976 776 6.1% 69 0.5% 94% False False 4
40 12,808 11,913 895 7.0% 67 0.5% 89% False False 3
60 13,108 11,913 1,195 9.4% 53 0.4% 66% False False 3
80 13,109 11,913 1,196 9.4% 45 0.4% 66% False False 5
100 13,109 11,913 1,196 9.4% 40 0.3% 66% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 12,733
2.618 12,723
1.618 12,717
1.000 12,713
0.618 12,711
HIGH 12,707
0.618 12,705
0.500 12,704
0.382 12,703
LOW 12,701
0.618 12,697
1.000 12,695
1.618 12,691
2.618 12,685
4.250 12,676
Fisher Pivots for day following 02-Jul-2012
Pivot 1 day 3 day
R1 12,706 12,648
PP 12,705 12,590
S1 12,704 12,531

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

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