mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 13,047 13,031 -16 -0.1% 12,980
High 13,096 13,071 -25 -0.2% 13,084
Low 13,028 13,031 3 0.0% 12,978
Close 13,048 13,050 2 0.0% 13,084
Range 68 40 -28 -41.2% 106
ATR 123 118 -6 -4.8% 0
Volume 58 80 22 37.9% 183
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,171 13,150 13,072
R3 13,131 13,110 13,061
R2 13,091 13,091 13,057
R1 13,070 13,070 13,054 13,081
PP 13,051 13,051 13,051 13,056
S1 13,030 13,030 13,046 13,041
S2 13,011 13,011 13,043
S3 12,971 12,990 13,039
S4 12,931 12,950 13,028
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,367 13,331 13,142
R3 13,261 13,225 13,113
R2 13,155 13,155 13,104
R1 13,119 13,119 13,094 13,137
PP 13,049 13,049 13,049 13,058
S1 13,013 13,013 13,074 13,031
S2 12,943 12,943 13,065
S3 12,837 12,907 13,055
S4 12,731 12,801 13,026
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,096 12,978 118 0.9% 71 0.5% 61% False False 50
10 13,096 12,666 430 3.3% 104 0.8% 89% False False 40
20 13,096 12,351 745 5.7% 115 0.9% 94% False False 30
40 13,096 12,323 773 5.9% 107 0.8% 94% False False 19
60 13,096 11,913 1,183 9.1% 90 0.7% 96% False False 14
80 13,108 11,913 1,195 9.2% 82 0.6% 95% False False 11
100 13,108 11,913 1,195 9.2% 70 0.5% 95% False False 10
120 13,109 11,913 1,196 9.2% 61 0.5% 95% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 24
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 13,241
2.618 13,176
1.618 13,136
1.000 13,111
0.618 13,096
HIGH 13,071
0.618 13,056
0.500 13,051
0.382 13,046
LOW 13,031
0.618 13,006
1.000 12,991
1.618 12,966
2.618 12,926
4.250 12,861
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 13,051 13,047
PP 13,051 13,044
S1 13,050 13,041

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

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