mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 12-Sep-2012
Day Change Summary
Previous Current
11-Sep-2012 12-Sep-2012 Change Change % Previous Week
Open 13,150 13,218 68 0.5% 12,950
High 13,271 13,297 26 0.2% 13,262
Low 13,118 13,209 91 0.7% 12,888
Close 13,215 13,284 69 0.5% 13,216
Range 153 88 -65 -42.5% 374
ATR 121 118 -2 -1.9% 0
Volume 3,919 14,075 10,156 259.1% 4,842
Daily Pivots for day following 12-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,527 13,494 13,333
R3 13,439 13,406 13,308
R2 13,351 13,351 13,300
R1 13,318 13,318 13,292 13,335
PP 13,263 13,263 13,263 13,272
S1 13,230 13,230 13,276 13,247
S2 13,175 13,175 13,268
S3 13,087 13,142 13,260
S4 12,999 13,054 13,236
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 13,297 12,966 331 2.5% 129 1.0% 96% True False 4,878
10 13,297 12,888 409 3.1% 127 1.0% 97% True False 2,614
20 13,297 12,888 409 3.1% 110 0.8% 97% True False 1,343
40 13,297 12,351 946 7.1% 115 0.9% 99% True False 684
60 13,297 12,323 974 7.3% 109 0.8% 99% True False 459
80 13,297 11,913 1,384 10.4% 95 0.7% 99% True False 345
100 13,297 11,913 1,384 10.4% 87 0.7% 99% True False 276
120 13,297 11,913 1,384 10.4% 76 0.6% 99% True False 232
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 13,671
2.618 13,528
1.618 13,440
1.000 13,385
0.618 13,352
HIGH 13,297
0.618 13,264
0.500 13,253
0.382 13,243
LOW 13,209
0.618 13,155
1.000 13,121
1.618 13,067
2.618 12,979
4.250 12,835
Fisher Pivots for day following 12-Sep-2012
Pivot 1 day 3 day
R1 13,274 13,259
PP 13,263 13,233
S1 13,253 13,208

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

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