mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 18-Sep-2012
Day Change Summary
Previous Current
17-Sep-2012 18-Sep-2012 Change Change % Previous Week
Open 13,510 13,474 -36 -0.3% 13,210
High 13,519 13,511 -8 -0.1% 13,576
Low 13,455 13,428 -27 -0.2% 13,118
Close 13,470 13,499 29 0.2% 13,518
Range 64 83 19 29.7% 458
ATR 124 121 -3 -2.4% 0
Volume 95,250 105,219 9,969 10.5% 189,239
Daily Pivots for day following 18-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,728 13,697 13,545
R3 13,645 13,614 13,522
R2 13,562 13,562 13,514
R1 13,531 13,531 13,507 13,547
PP 13,479 13,479 13,479 13,487
S1 13,448 13,448 13,492 13,464
S2 13,396 13,396 13,484
S3 13,313 13,365 13,476
S4 13,230 13,282 13,453
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 13,209 367 2.7% 125 0.9% 79% False False 76,616
10 13,576 12,922 654 4.8% 126 0.9% 88% False False 39,364
20 13,576 12,888 688 5.1% 127 0.9% 89% False False 19,782
40 13,576 12,351 1,225 9.1% 117 0.9% 94% False False 9,909
60 13,576 12,323 1,253 9.3% 112 0.8% 94% False False 6,609
80 13,576 11,913 1,663 12.3% 97 0.7% 95% False False 4,957
100 13,576 11,913 1,663 12.3% 92 0.7% 95% False False 3,966
120 13,576 11,913 1,663 12.3% 81 0.6% 95% False False 3,306
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,864
2.618 13,728
1.618 13,645
1.000 13,594
0.618 13,562
HIGH 13,511
0.618 13,479
0.500 13,470
0.382 13,460
LOW 13,428
0.618 13,377
1.000 13,345
1.618 13,294
2.618 13,211
4.250 13,075
Fisher Pivots for day following 18-Sep-2012
Pivot 1 day 3 day
R1 13,489 13,502
PP 13,479 13,501
S1 13,470 13,500

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

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