mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 27-Aug-2012
Day Change Summary
Previous Current
24-Aug-2012 27-Aug-2012 Change Change % Previous Week
Open 12,937 13,080 143 1.1% 13,177
High 13,078 13,100 22 0.2% 13,220
Low 12,920 13,022 102 0.8% 12,920
Close 13,074 13,024 -50 -0.4% 13,074
Range 158 78 -80 -50.6% 300
ATR 117 114 -3 -2.4% 0
Volume 68 88 20 29.4% 287
Daily Pivots for day following 27-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,283 13,231 13,067
R3 13,205 13,153 13,046
R2 13,127 13,127 13,038
R1 13,075 13,075 13,031 13,062
PP 13,049 13,049 13,049 13,042
S1 12,997 12,997 13,017 12,984
S2 12,971 12,971 13,010
S3 12,893 12,919 13,003
S4 12,815 12,841 12,981
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,971 13,823 13,239
R3 13,671 13,523 13,157
R2 13,371 13,371 13,129
R1 13,223 13,223 13,102 13,147
PP 13,071 13,071 13,071 13,034
S1 12,923 12,923 13,047 12,847
S2 12,771 12,771 13,019
S3 12,471 12,623 12,992
S4 12,171 12,323 12,909
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,220 12,920 300 2.3% 134 1.0% 35% False False 67
10 13,220 12,920 300 2.3% 94 0.7% 35% False False 61
20 13,220 12,666 554 4.3% 101 0.8% 65% False False 44
40 13,220 12,351 869 6.7% 110 0.8% 77% False False 30
60 13,220 11,913 1,307 10.0% 96 0.7% 85% False False 21
80 13,220 11,913 1,307 10.0% 89 0.7% 85% False False 16
100 13,220 11,913 1,307 10.0% 76 0.6% 85% False False 14
120 13,220 11,913 1,307 10.0% 67 0.5% 85% False False 13
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 16
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,432
2.618 13,304
1.618 13,226
1.000 13,178
0.618 13,148
HIGH 13,100
0.618 13,070
0.500 13,061
0.382 13,052
LOW 13,022
0.618 12,974
1.000 12,944
1.618 12,896
2.618 12,818
4.250 12,691
Fisher Pivots for day following 27-Aug-2012
Pivot 1 day 3 day
R1 13,061 13,029
PP 13,049 13,027
S1 13,036 13,026

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

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