mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 21-Aug-2012
Day Change Summary
Previous Current
20-Aug-2012 21-Aug-2012 Change Change % Previous Week
Open 13,177 13,148 -29 -0.2% 13,041
High 13,177 13,220 43 0.3% 13,166
Low 13,123 13,081 -42 -0.3% 12,985
Close 13,145 13,118 -27 -0.2% 13,163
Range 54 139 85 157.4% 181
ATR 106 109 2 2.2% 0
Volume 40 35 -5 -12.5% 264
Daily Pivots for day following 21-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,557 13,476 13,195
R3 13,418 13,337 13,156
R2 13,279 13,279 13,144
R1 13,198 13,198 13,131 13,169
PP 13,140 13,140 13,140 13,125
S1 13,059 13,059 13,105 13,030
S2 13,001 13,001 13,093
S3 12,862 12,920 13,080
S4 12,723 12,781 13,042
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,648 13,586 13,263
R3 13,467 13,405 13,213
R2 13,286 13,286 13,196
R1 13,224 13,224 13,180 13,255
PP 13,105 13,105 13,105 13,120
S1 13,043 13,043 13,147 13,074
S2 12,924 12,924 13,130
S3 12,743 12,862 13,113
S4 12,562 12,681 13,064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,220 13,031 189 1.4% 68 0.5% 46% True False 52
10 13,220 12,978 242 1.8% 75 0.6% 58% True False 46
20 13,220 12,351 869 6.6% 106 0.8% 88% True False 37
40 13,220 12,323 897 6.8% 108 0.8% 89% True False 23
60 13,220 11,913 1,307 10.0% 90 0.7% 92% True False 16
80 13,220 11,913 1,307 10.0% 85 0.6% 92% True False 13
100 13,220 11,913 1,307 10.0% 73 0.6% 92% True False 11
120 13,220 11,913 1,307 10.0% 63 0.5% 92% True False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 13,811
2.618 13,584
1.618 13,445
1.000 13,359
0.618 13,306
HIGH 13,220
0.618 13,167
0.500 13,151
0.382 13,134
LOW 13,081
0.618 12,995
1.000 12,942
1.618 12,856
2.618 12,717
4.250 12,490
Fisher Pivots for day following 21-Aug-2012
Pivot 1 day 3 day
R1 13,151 13,151
PP 13,140 13,140
S1 13,129 13,129

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

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