mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 13,201 13,210 9 0.1% 12,950
High 13,262 13,238 -24 -0.2% 13,262
Low 13,179 13,157 -22 -0.2% 12,888
Close 13,216 13,157 -59 -0.4% 13,216
Range 83 81 -2 -2.4% 374
ATR 121 118 -3 -2.4% 0
Volume 2,032 2,705 673 33.1% 4,842
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,427 13,373 13,202
R3 13,346 13,292 13,179
R2 13,265 13,265 13,172
R1 13,211 13,211 13,165 13,198
PP 13,184 13,184 13,184 13,177
S1 13,130 13,130 13,150 13,117
S2 13,103 13,103 13,142
S3 13,022 13,049 13,135
S4 12,941 12,968 13,113
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% 128 1.0% 72% False False 1,509
10 13,262 12,888 374 2.8% 117 0.9% 72% False False 839
20 13,262 12,888 374 2.8% 105 0.8% 72% False False 447
40 13,262 12,351 911 6.9% 115 0.9% 88% False False 235
60 13,262 12,323 939 7.1% 108 0.8% 89% False False 159
80 13,262 11,913 1,349 10.3% 96 0.7% 92% False False 120
100 13,262 11,913 1,349 10.3% 85 0.6% 92% False False 97
120 13,262 11,913 1,349 10.3% 74 0.6% 92% False False 82
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 28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,582
2.618 13,450
1.618 13,369
1.000 13,319
0.618 13,288
HIGH 13,238
0.618 13,207
0.500 13,198
0.382 13,188
LOW 13,157
0.618 13,107
1.000 13,076
1.618 13,026
2.618 12,945
4.250 12,813
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 13,198 13,143
PP 13,184 13,128
S1 13,171 13,114

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

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