mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 12,770 12,980 210 1.6% 12,936
High 12,997 13,049 52 0.4% 12,997
Low 12,770 12,980 210 1.6% 12,666
Close 12,975 12,987 12 0.1% 12,975
Range 227 69 -158 -69.6% 331
ATR 150 144 -5 -3.6% 0
Volume 54 29 -25 -46.3% 103
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,212 13,169 13,025
R3 13,143 13,100 13,006
R2 13,074 13,074 13,000
R1 13,031 13,031 12,993 13,053
PP 13,005 13,005 13,005 13,016
S1 12,962 12,962 12,981 12,984
S2 12,936 12,936 12,974
S3 12,867 12,893 12,968
S4 12,798 12,824 12,949
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,872 13,755 13,157
R3 13,541 13,424 13,066
R2 13,210 13,210 13,036
R1 13,093 13,093 13,005 13,152
PP 12,879 12,879 12,879 12,909
S1 12,762 12,762 12,945 12,821
S2 12,548 12,548 12,914
S3 12,217 12,431 12,884
S4 11,886 12,100 12,793
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,049 12,666 383 2.9% 134 1.0% 84% True False 20
10 13,049 12,351 698 5.4% 147 1.1% 91% True False 25
20 13,049 12,351 698 5.4% 136 1.0% 91% True False 19
40 13,049 12,235 814 6.3% 110 0.8% 92% True False 12
60 13,049 11,913 1,136 8.7% 89 0.7% 95% True False 9
80 13,108 11,913 1,195 9.2% 76 0.6% 90% False False 7
100 13,108 11,913 1,195 9.2% 65 0.5% 90% False False 8
120 13,109 11,913 1,196 9.2% 58 0.4% 90% False False 7
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 17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,342
2.618 13,230
1.618 13,161
1.000 13,118
0.618 13,092
HIGH 13,049
0.618 13,023
0.500 13,015
0.382 13,006
LOW 12,980
0.618 12,937
1.000 12,911
1.618 12,868
2.618 12,799
4.250 12,687
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 13,015 12,944
PP 13,005 12,901
S1 12,996 12,858

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

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