mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 12,950 12,965 15 0.1% 13,080
High 13,043 13,001 -42 -0.3% 13,100
Low 12,888 12,922 34 0.3% 12,890
Close 12,970 12,971 1 0.0% 12,997
Range 155 79 -76 -49.0% 210
ATR 118 115 -3 -2.4% 0
Volume 909 241 -668 -73.5% 848
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,202 13,165 13,015
R3 13,123 13,086 12,993
R2 13,044 13,044 12,986
R1 13,007 13,007 12,978 13,026
PP 12,965 12,965 12,965 12,974
S1 12,928 12,928 12,964 12,947
S2 12,886 12,886 12,957
S3 12,807 12,849 12,949
S4 12,728 12,770 12,928
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% 125 1.0% 49% False False 351
10 13,137 12,888 249 1.9% 122 0.9% 33% False False 221
20 13,220 12,888 332 2.6% 99 0.8% 25% False False 133
40 13,220 12,351 869 6.7% 115 0.9% 71% False False 77
60 13,220 12,323 897 6.9% 102 0.8% 72% False False 53
80 13,220 11,913 1,307 10.1% 92 0.7% 81% False False 40
100 13,220 11,913 1,307 10.1% 81 0.6% 81% False False 33
120 13,220 11,913 1,307 10.1% 71 0.5% 81% False False 29
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,337
2.618 13,208
1.618 13,129
1.000 13,080
0.618 13,050
HIGH 13,001
0.618 12,971
0.500 12,962
0.382 12,952
LOW 12,922
0.618 12,873
1.000 12,843
1.618 12,794
2.618 12,715
4.250 12,586
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 12,968 12,973
PP 12,965 12,972
S1 12,962 12,972

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

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