mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 30-Jul-2012
Day Change Summary
Previous Current
27-Jul-2012 30-Jul-2012 Change Change % Previous Week
Open 12,785 12,936 151 1.2% 12,650
High 12,960 12,961 1 0.0% 12,960
Low 12,730 12,906 176 1.4% 12,351
Close 12,952 12,920 -32 -0.2% 12,952
Range 230 55 -175 -76.1% 609
ATR 153 146 -7 -4.6% 0
Volume 30 31 1 3.3% 149
Daily Pivots for day following 30-Jul-2012
Classic Woodie Camarilla DeMark
R4 13,094 13,062 12,950
R3 13,039 13,007 12,935
R2 12,984 12,984 12,930
R1 12,952 12,952 12,925 12,941
PP 12,929 12,929 12,929 12,923
S1 12,897 12,897 12,915 12,886
S2 12,874 12,874 12,910
S3 12,819 12,842 12,905
S4 12,764 12,787 12,890
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 12,961 12,351 610 4.7% 160 1.2% 93% True False 31
10 12,961 12,351 610 4.7% 142 1.1% 93% True False 20
20 12,961 12,351 610 4.7% 119 0.9% 93% True False 16
40 12,961 11,913 1,048 8.1% 94 0.7% 96% True False 10
60 12,961 11,913 1,048 8.1% 85 0.7% 96% True False 7
80 13,108 11,913 1,195 9.2% 69 0.5% 84% False False 6
100 13,109 11,913 1,196 9.3% 60 0.5% 84% False False 7
120 13,109 11,913 1,196 9.3% 53 0.4% 84% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 13,195
2.618 13,105
1.618 13,050
1.000 13,016
0.618 12,995
HIGH 12,961
0.618 12,940
0.500 12,934
0.382 12,927
LOW 12,906
0.618 12,872
1.000 12,851
1.618 12,817
2.618 12,762
4.250 12,672
Fisher Pivots for day following 30-Jul-2012
Pivot 1 day 3 day
R1 12,934 12,882
PP 12,929 12,844
S1 12,925 12,806

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

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