mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 12,966 13,201 235 1.8% 12,950
High 13,207 13,262 55 0.4% 13,262
Low 12,966 13,179 213 1.6% 12,888
Close 13,195 13,216 21 0.2% 13,216
Range 241 83 -158 -65.6% 374
ATR 124 121 -3 -2.4% 0
Volume 1,660 2,032 372 22.4% 4,842
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,468 13,425 13,262
R3 13,385 13,342 13,239
R2 13,302 13,302 13,231
R1 13,259 13,259 13,224 13,281
PP 13,219 13,219 13,219 13,230
S1 13,176 13,176 13,209 13,198
S2 13,136 13,136 13,201
S3 13,053 13,093 13,193
S4 12,970 13,010 13,170
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 14,244 14,104 13,422
R3 13,870 13,730 13,319
R2 13,496 13,496 13,285
R1 13,356 13,356 13,250 13,426
PP 13,122 13,122 13,122 13,157
S1 12,982 12,982 13,182 13,052
S2 12,748 12,748 13,148
S3 12,374 12,608 13,113
S4 12,000 12,234 13,010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,262 12,888 374 2.8% 145 1.1% 88% True False 1,060
10 13,262 12,888 374 2.8% 125 0.9% 88% True False 575
20 13,262 12,888 374 2.8% 107 0.8% 88% True False 315
40 13,262 12,351 911 6.9% 116 0.9% 95% True False 168
60 13,262 12,323 939 7.1% 108 0.8% 95% True False 114
80 13,262 11,913 1,349 10.2% 96 0.7% 97% True False 86
100 13,262 11,913 1,349 10.2% 84 0.6% 97% True False 70
120 13,262 11,913 1,349 10.2% 74 0.6% 97% True False 59
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 27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,615
2.618 13,479
1.618 13,396
1.000 13,345
0.618 13,313
HIGH 13,262
0.618 13,230
0.500 13,221
0.382 13,211
LOW 13,179
0.618 13,128
1.000 13,096
1.618 13,045
2.618 12,962
4.250 12,826
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 13,221 13,175
PP 13,219 13,133
S1 13,218 13,092

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

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