mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 13,218 13,273 55 0.4% 12,950
High 13,297 13,496 199 1.5% 13,262
Low 13,209 13,248 39 0.3% 12,888
Close 13,284 13,445 161 1.2% 13,216
Range 88 248 160 181.8% 374
ATR 118 128 9 7.8% 0
Volume 14,075 34,364 20,289 144.1% 4,842
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 14,140 14,041 13,582
R3 13,892 13,793 13,513
R2 13,644 13,644 13,491
R1 13,545 13,545 13,468 13,595
PP 13,396 13,396 13,396 13,421
S1 13,297 13,297 13,422 13,347
S2 13,148 13,148 13,400
S3 12,900 13,049 13,377
S4 12,652 12,801 13,309
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 13,496 13,118 378 2.8% 131 1.0% 87% True False 11,419
10 13,496 12,888 608 4.5% 146 1.1% 92% True False 6,045
20 13,496 12,888 608 4.5% 121 0.9% 92% True False 3,057
40 13,496 12,351 1,145 8.5% 118 0.9% 96% True False 1,543
60 13,496 12,323 1,173 8.7% 111 0.8% 96% True False 1,032
80 13,496 11,913 1,583 11.8% 98 0.7% 97% True False 774
100 13,496 11,913 1,583 11.8% 90 0.7% 97% True False 620
120 13,496 11,913 1,583 11.8% 79 0.6% 97% True False 518
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 27
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 14,550
2.618 14,145
1.618 13,897
1.000 13,744
0.618 13,649
HIGH 13,496
0.618 13,401
0.500 13,372
0.382 13,343
LOW 13,248
0.618 13,095
1.000 13,000
1.618 12,847
2.618 12,599
4.250 12,194
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 13,421 13,399
PP 13,396 13,353
S1 13,372 13,307

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

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