mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 04-Sep-2012 Change Change % Previous Week
Open 12,901 12,950 49 0.4% 13,080
High 13,058 13,043 -15 -0.1% 13,100
Low 12,891 12,888 -3 0.0% 12,890
Close 12,997 12,970 -27 -0.2% 12,997
Range 167 155 -12 -7.2% 210
ATR 115 118 3 2.5% 0
Volume 460 909 449 97.6% 848
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,432 13,356 13,055
R3 13,277 13,201 13,013
R2 13,122 13,122 12,999
R1 13,046 13,046 12,984 13,084
PP 12,967 12,967 12,967 12,986
S1 12,891 12,891 12,956 12,929
S2 12,812 12,812 12,942
S3 12,657 12,736 12,928
S4 12,502 12,581 12,885
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,626 13,521 13,113
R3 13,416 13,311 13,055
R2 13,206 13,206 13,036
R1 13,101 13,101 13,016 13,049
PP 12,996 12,996 12,996 12,969
S1 12,891 12,891 12,978 12,839
S2 12,786 12,786 12,959
S3 12,576 12,681 12,939
S4 12,366 12,471 12,882
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,058 12,888 170 1.3% 122 0.9% 48% False True 333
10 13,220 12,888 332 2.6% 128 1.0% 25% False True 200
20 13,220 12,888 332 2.6% 98 0.8% 25% False True 123
40 13,220 12,351 869 6.7% 117 0.9% 71% False False 71
60 13,220 12,235 985 7.6% 106 0.8% 75% False False 49
80 13,220 11,913 1,307 10.1% 91 0.7% 81% False False 37
100 13,220 11,913 1,307 10.1% 80 0.6% 81% False False 30
120 13,220 11,913 1,307 10.1% 70 0.5% 81% False False 27
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 30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,702
2.618 13,449
1.618 13,294
1.000 13,198
0.618 13,139
HIGH 13,043
0.618 12,984
0.500 12,966
0.382 12,947
LOW 12,888
0.618 12,792
1.000 12,733
1.618 12,637
2.618 12,482
4.250 12,229
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 12,969 12,973
PP 12,967 12,972
S1 12,966 12,971

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

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