mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 21-Sep-2012
Day Change Summary
Previous Current
20-Sep-2012 21-Sep-2012 Change Change % Previous Week
Open 13,498 13,518 20 0.1% 13,510
High 13,528 13,588 60 0.4% 13,588
Low 13,426 13,489 63 0.5% 13,426
Close 13,515 13,500 -15 -0.1% 13,500
Range 102 99 -3 -2.9% 162
ATR 116 115 -1 -1.1% 0
Volume 114,476 93,398 -21,078 -18.4% 513,041
Daily Pivots for day following 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,823 13,760 13,555
R3 13,724 13,661 13,527
R2 13,625 13,625 13,518
R1 13,562 13,562 13,509 13,544
PP 13,526 13,526 13,526 13,517
S1 13,463 13,463 13,491 13,445
S2 13,427 13,427 13,482
S3 13,328 13,364 13,473
S4 13,229 13,265 13,446
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,991 13,907 13,589
R3 13,829 13,745 13,545
R2 13,667 13,667 13,530
R1 13,583 13,583 13,515 13,544
PP 13,505 13,505 13,505 13,485
S1 13,421 13,421 13,485 13,382
S2 13,343 13,343 13,470
S3 13,181 13,259 13,456
S4 13,019 13,097 13,411
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,588 13,426 162 1.2% 84 0.6% 46% True False 102,608
10 13,588 13,118 470 3.5% 113 0.8% 81% True False 70,228
20 13,588 12,888 700 5.2% 119 0.9% 87% True False 35,401
40 13,588 12,666 922 6.8% 111 0.8% 90% True False 17,720
60 13,588 12,323 1,265 9.4% 114 0.8% 93% True False 11,818
80 13,588 11,913 1,675 12.4% 101 0.7% 95% True False 8,864
100 13,588 11,913 1,675 12.4% 93 0.7% 95% True False 7,092
120 13,588 11,913 1,675 12.4% 83 0.6% 95% True False 5,911
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 22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,009
2.618 13,847
1.618 13,748
1.000 13,687
0.618 13,649
HIGH 13,588
0.618 13,550
0.500 13,539
0.382 13,527
LOW 13,489
0.618 13,428
1.000 13,390
1.618 13,329
2.618 13,230
4.250 13,068
Fisher Pivots for day following 21-Sep-2012
Pivot 1 day 3 day
R1 13,539 13,507
PP 13,526 13,505
S1 13,513 13,502

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

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