mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 06-Sep-2012
Day Change Summary
Previous Current
05-Sep-2012 06-Sep-2012 Change Change % Previous Week
Open 12,965 12,966 1 0.0% 13,080
High 13,001 13,207 206 1.6% 13,100
Low 12,922 12,966 44 0.3% 12,890
Close 12,971 13,195 224 1.7% 12,997
Range 79 241 162 205.1% 210
ATR 115 124 9 7.8% 0
Volume 241 1,660 1,419 588.8% 848
Daily Pivots for day following 06-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,846 13,761 13,328
R3 13,605 13,520 13,261
R2 13,364 13,364 13,239
R1 13,279 13,279 13,217 13,322
PP 13,123 13,123 13,123 13,144
S1 13,038 13,038 13,173 13,081
S2 12,882 12,882 13,151
S3 12,641 12,797 13,129
S4 12,400 12,556 13,063
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 13,207 12,888 319 2.4% 160 1.2% 96% True False 672
10 13,207 12,888 319 2.4% 136 1.0% 96% True False 377
20 13,220 12,888 332 2.5% 106 0.8% 92% False False 215
40 13,220 12,351 869 6.6% 118 0.9% 97% False False 118
60 13,220 12,323 897 6.8% 106 0.8% 97% False False 81
80 13,220 11,913 1,307 9.9% 95 0.7% 98% False False 61
100 13,220 11,913 1,307 9.9% 84 0.6% 98% False False 49
120 13,220 11,913 1,307 9.9% 73 0.6% 98% False False 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 14,231
2.618 13,838
1.618 13,597
1.000 13,448
0.618 13,356
HIGH 13,207
0.618 13,115
0.500 13,087
0.382 13,058
LOW 12,966
0.618 12,817
1.000 12,725
1.618 12,576
2.618 12,335
4.250 11,942
Fisher Pivots for day following 06-Sep-2012
Pivot 1 day 3 day
R1 13,159 13,146
PP 13,123 13,097
S1 13,087 13,048

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

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