mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 14-Sep-2012
Day Change Summary
Previous Current
13-Sep-2012 14-Sep-2012 Change Change % Previous Week
Open 13,273 13,444 171 1.3% 13,210
High 13,496 13,576 80 0.6% 13,576
Low 13,248 13,437 189 1.4% 13,118
Close 13,445 13,518 73 0.5% 13,518
Range 248 139 -109 -44.0% 458
ATR 128 129 1 0.6% 0
Volume 34,364 134,176 99,812 290.5% 189,239
Daily Pivots for day following 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,927 13,862 13,595
R3 13,788 13,723 13,556
R2 13,649 13,649 13,544
R1 13,584 13,584 13,531 13,617
PP 13,510 13,510 13,510 13,527
S1 13,445 13,445 13,505 13,478
S2 13,371 13,371 13,493
S3 13,232 13,306 13,480
S4 13,093 13,167 13,442
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 14,778 14,606 13,770
R3 14,320 14,148 13,644
R2 13,862 13,862 13,602
R1 13,690 13,690 13,560 13,776
PP 13,404 13,404 13,404 13,447
S1 13,232 13,232 13,476 13,318
S2 12,946 12,946 13,434
S3 12,488 12,774 13,392
S4 12,030 12,316 13,266
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,576 13,118 458 3.4% 142 1.0% 87% True False 37,847
10 13,576 12,888 688 5.1% 144 1.1% 92% True False 19,454
20 13,576 12,888 688 5.1% 124 0.9% 92% True False 9,764
40 13,576 12,351 1,225 9.1% 121 0.9% 95% True False 4,897
60 13,576 12,323 1,253 9.3% 113 0.8% 95% True False 3,268
80 13,576 11,913 1,663 12.3% 98 0.7% 97% True False 2,452
100 13,576 11,913 1,663 12.3% 91 0.7% 97% True False 1,962
120 13,576 11,913 1,663 12.3% 80 0.6% 97% True False 1,636
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 23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,167
2.618 13,940
1.618 13,801
1.000 13,715
0.618 13,662
HIGH 13,576
0.618 13,523
0.500 13,507
0.382 13,490
LOW 13,437
0.618 13,351
1.000 13,298
1.618 13,212
2.618 13,073
4.250 12,846
Fisher Pivots for day following 14-Sep-2012
Pivot 1 day 3 day
R1 13,514 13,476
PP 13,510 13,434
S1 13,507 13,393

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

View Archives - Comment on this page... - Back to Index of Symbols