mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 12,650 12,563 -87 -0.7% 12,600
High 12,650 12,563 -87 -0.7% 12,801
Low 12,460 12,400 -60 -0.5% 12,497
Close 12,565 12,445 -120 -1.0% 12,692
Range 190 163 -27 -14.2% 304
ATR 133 135 2 1.7% 0
Volume 24 10 -14 -58.3% 33
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 12,958 12,865 12,535
R3 12,795 12,702 12,490
R2 12,632 12,632 12,475
R1 12,539 12,539 12,460 12,504
PP 12,469 12,469 12,469 12,452
S1 12,376 12,376 12,430 12,341
S2 12,306 12,306 12,415
S3 12,143 12,213 12,400
S4 11,980 12,050 12,355
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 12,400 401 3.2% 124 1.0% 11% False True 10
10 12,801 12,360 441 3.5% 126 1.0% 19% False False 13
20 12,801 12,323 478 3.8% 109 0.9% 26% False False 9
40 12,801 11,913 888 7.1% 82 0.7% 60% False False 6
60 13,108 11,913 1,195 9.6% 78 0.6% 45% False False 5
80 13,108 11,913 1,195 9.6% 65 0.5% 45% False False 5
100 13,109 11,913 1,196 9.6% 54 0.4% 44% False False 6
120 13,109 11,913 1,196 9.6% 50 0.4% 44% 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 21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,256
2.618 12,990
1.618 12,827
1.000 12,726
0.618 12,664
HIGH 12,563
0.618 12,501
0.500 12,482
0.382 12,462
LOW 12,400
0.618 12,299
1.000 12,237
1.618 12,136
2.618 11,973
4.250 11,707
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 12,482 12,591
PP 12,469 12,542
S1 12,457 12,494

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

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