mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 13,502 13,498 -4 0.0% 13,210
High 13,557 13,528 -29 -0.2% 13,576
Low 13,486 13,426 -60 -0.4% 13,118
Close 13,497 13,515 18 0.1% 13,518
Range 71 102 31 43.7% 458
ATR 117 116 -1 -0.9% 0
Volume 104,698 114,476 9,778 9.3% 189,239
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,796 13,757 13,571
R3 13,694 13,655 13,543
R2 13,592 13,592 13,534
R1 13,553 13,553 13,524 13,573
PP 13,490 13,490 13,490 13,499
S1 13,451 13,451 13,506 13,471
S2 13,388 13,388 13,496
S3 13,286 13,349 13,487
S4 13,184 13,247 13,459
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 13,426 150 1.1% 92 0.7% 59% False True 110,763
10 13,576 13,118 458 3.4% 111 0.8% 87% False False 61,091
20 13,576 12,888 688 5.1% 123 0.9% 91% False False 30,734
40 13,576 12,650 926 6.9% 112 0.8% 93% False False 15,387
60 13,576 12,323 1,253 9.3% 114 0.8% 95% False False 10,262
80 13,576 11,913 1,663 12.3% 100 0.7% 96% False False 7,697
100 13,576 11,913 1,663 12.3% 93 0.7% 96% False False 6,158
120 13,576 11,913 1,663 12.3% 82 0.6% 96% False False 5,132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 22
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,962
2.618 13,795
1.618 13,693
1.000 13,630
0.618 13,591
HIGH 13,528
0.618 13,489
0.500 13,477
0.382 13,465
LOW 13,426
0.618 13,363
1.000 13,324
1.618 13,261
2.618 13,159
4.250 12,993
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 13,502 13,507
PP 13,490 13,499
S1 13,477 13,492

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

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