mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 11-Sep-2012
Day Change Summary
Previous Current
10-Sep-2012 11-Sep-2012 Change Change % Previous Week
Open 13,210 13,150 -60 -0.5% 12,950
High 13,238 13,271 33 0.2% 13,262
Low 13,157 13,118 -39 -0.3% 12,888
Close 13,157 13,215 58 0.4% 13,216
Range 81 153 72 88.9% 374
ATR 118 121 2 2.1% 0
Volume 2,705 3,919 1,214 44.9% 4,842
Daily Pivots for day following 11-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,660 13,591 13,299
R3 13,507 13,438 13,257
R2 13,354 13,354 13,243
R1 13,285 13,285 13,229 13,320
PP 13,201 13,201 13,201 13,219
S1 13,132 13,132 13,201 13,167
S2 13,048 13,048 13,187
S3 12,895 12,979 13,173
S4 12,742 12,826 13,131
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 13,271 12,922 349 2.6% 128 1.0% 84% True False 2,111
10 13,271 12,888 383 2.9% 125 0.9% 85% True False 1,222
20 13,271 12,888 383 2.9% 109 0.8% 85% True False 642
40 13,271 12,351 920 7.0% 117 0.9% 94% True False 333
60 13,271 12,323 948 7.2% 110 0.8% 94% True False 225
80 13,271 11,913 1,358 10.3% 95 0.7% 96% True False 169
100 13,271 11,913 1,358 10.3% 87 0.7% 96% True False 136
120 13,271 11,913 1,358 10.3% 76 0.6% 96% True False 114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,921
2.618 13,672
1.618 13,519
1.000 13,424
0.618 13,366
HIGH 13,271
0.618 13,213
0.500 13,195
0.382 13,177
LOW 13,118
0.618 13,024
1.000 12,965
1.618 12,871
2.618 12,718
4.250 12,468
Fisher Pivots for day following 11-Sep-2012
Pivot 1 day 3 day
R1 13,208 13,208
PP 13,201 13,201
S1 13,195 13,195

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

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