mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 18-Jul-2012
Day Change Summary
Previous Current
17-Jul-2012 18-Jul-2012 Change Change % Previous Week
Open 12,591 12,640 49 0.4% 12,658
High 12,666 12,781 115 0.9% 12,658
Low 12,497 12,639 142 1.1% 12,360
Close 12,659 12,781 122 1.0% 12,634
Range 169 142 -27 -16.0% 298
ATR 133 133 1 0.5% 0
Volume 6 8 2 33.3% 82
Daily Pivots for day following 18-Jul-2012
Classic Woodie Camarilla DeMark
R4 13,160 13,112 12,859
R3 13,018 12,970 12,820
R2 12,876 12,876 12,807
R1 12,828 12,828 12,794 12,852
PP 12,734 12,734 12,734 12,746
S1 12,686 12,686 12,768 12,710
S2 12,592 12,592 12,755
S3 12,450 12,544 12,742
S4 12,308 12,402 12,703
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 13,445 13,337 12,798
R3 13,147 13,039 12,716
R2 12,849 12,849 12,689
R1 12,741 12,741 12,661 12,646
PP 12,551 12,551 12,551 12,503
S1 12,443 12,443 12,607 12,348
S2 12,253 12,253 12,579
S3 11,955 12,145 12,552
S4 11,657 11,847 12,470
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,781 12,360 421 3.3% 127 1.0% 100% True False 14
10 12,781 12,360 421 3.3% 116 0.9% 100% True False 13
20 12,800 12,323 477 3.7% 98 0.8% 96% False False 9
40 12,800 11,913 887 6.9% 77 0.6% 98% False False 5
60 13,108 11,913 1,195 9.3% 71 0.6% 73% False False 5
80 13,108 11,913 1,195 9.3% 59 0.5% 73% False False 5
100 13,109 11,913 1,196 9.4% 50 0.4% 73% False False 5
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 16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,385
2.618 13,153
1.618 13,011
1.000 12,923
0.618 12,869
HIGH 12,781
0.618 12,727
0.500 12,710
0.382 12,693
LOW 12,639
0.618 12,551
1.000 12,497
1.618 12,409
2.618 12,267
4.250 12,036
Fisher Pivots for day following 18-Jul-2012
Pivot 1 day 3 day
R1 12,757 12,734
PP 12,734 12,686
S1 12,710 12,639

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

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