mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 12,735 12,650 -85 -0.7% 12,600
High 12,781 12,650 -131 -1.0% 12,801
Low 12,674 12,460 -214 -1.7% 12,497
Close 12,692 12,565 -127 -1.0% 12,692
Range 107 190 83 77.6% 304
ATR 125 133 8 6.1% 0
Volume 2 24 22 1,100.0% 33
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 13,128 13,037 12,670
R3 12,938 12,847 12,617
R2 12,748 12,748 12,600
R1 12,657 12,657 12,583 12,608
PP 12,558 12,558 12,558 12,534
S1 12,467 12,467 12,548 12,418
S2 12,368 12,368 12,530
S3 12,178 12,277 12,513
S4 11,988 12,087 12,461
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 13,575 13,438 12,859
R3 13,271 13,134 12,776
R2 12,967 12,967 12,748
R1 12,830 12,830 12,720 12,899
PP 12,663 12,663 12,663 12,698
S1 12,526 12,526 12,664 12,595
S2 12,359 12,359 12,636
S3 12,055 12,222 12,609
S4 11,751 11,918 12,525
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,801 12,460 341 2.7% 125 1.0% 31% False True 9
10 12,801 12,360 441 3.5% 124 1.0% 46% False False 13
20 12,801 12,323 478 3.8% 101 0.8% 51% False False 9
40 12,801 11,913 888 7.1% 78 0.6% 73% False False 6
60 13,108 11,913 1,195 9.5% 75 0.6% 55% False False 5
80 13,108 11,913 1,195 9.5% 63 0.5% 55% False False 5
100 13,109 11,913 1,196 9.5% 52 0.4% 55% False False 5
120 13,109 11,913 1,196 9.5% 49 0.4% 55% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 13,458
2.618 13,148
1.618 12,958
1.000 12,840
0.618 12,768
HIGH 12,650
0.618 12,578
0.500 12,555
0.382 12,533
LOW 12,460
0.618 12,343
1.000 12,270
1.618 12,153
2.618 11,963
4.250 11,653
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 12,562 12,631
PP 12,558 12,609
S1 12,555 12,587

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

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