mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 12,650 12,785 135 1.1% 12,650
High 12,762 12,960 198 1.6% 12,960
Low 12,650 12,730 80 0.6% 12,351
Close 12,744 12,952 208 1.6% 12,952
Range 112 230 118 105.4% 609
ATR 147 153 6 4.0% 0
Volume 47 30 -17 -36.2% 149
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 13,571 13,491 13,079
R3 13,341 13,261 13,015
R2 13,111 13,111 12,994
R1 13,031 13,031 12,973 13,071
PP 12,881 12,881 12,881 12,901
S1 12,801 12,801 12,931 12,841
S2 12,651 12,651 12,910
S3 12,421 12,571 12,889
S4 12,191 12,341 12,826
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 14,581 14,376 13,287
R3 13,972 13,767 13,120
R2 13,363 13,363 13,064
R1 13,158 13,158 13,008 13,261
PP 12,754 12,754 12,754 12,806
S1 12,549 12,549 12,896 12,652
S2 12,145 12,145 12,840
S3 11,536 11,940 12,785
S4 10,927 11,331 12,617
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,960 12,351 609 4.7% 187 1.4% 99% True False 29
10 12,960 12,351 609 4.7% 141 1.1% 99% True False 18
20 12,960 12,351 609 4.7% 125 1.0% 99% True False 15
40 12,960 11,913 1,047 8.1% 96 0.7% 99% True False 9
60 12,998 11,913 1,085 8.4% 84 0.7% 96% False False 7
80 13,108 11,913 1,195 9.2% 70 0.5% 87% False False 6
100 13,109 11,913 1,196 9.2% 59 0.5% 87% False False 7
120 13,109 11,913 1,196 9.2% 53 0.4% 87% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,938
2.618 13,562
1.618 13,332
1.000 13,190
0.618 13,102
HIGH 12,960
0.618 12,872
0.500 12,845
0.382 12,818
LOW 12,730
0.618 12,588
1.000 12,500
1.618 12,358
2.618 12,128
4.250 11,753
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 12,916 12,853
PP 12,881 12,754
S1 12,845 12,656

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

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