mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 24-Sep-2012
Day Change Summary
Previous Current
21-Sep-2012 24-Sep-2012 Change Change % Previous Week
Open 13,518 13,490 -28 -0.2% 13,510
High 13,588 13,530 -58 -0.4% 13,588
Low 13,489 13,438 -51 -0.4% 13,426
Close 13,500 13,489 -11 -0.1% 13,500
Range 99 92 -7 -7.1% 162
ATR 115 113 -2 -1.4% 0
Volume 93,398 93,917 519 0.6% 513,041
Daily Pivots for day following 24-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,762 13,717 13,540
R3 13,670 13,625 13,514
R2 13,578 13,578 13,506
R1 13,533 13,533 13,498 13,510
PP 13,486 13,486 13,486 13,474
S1 13,441 13,441 13,481 13,418
S2 13,394 13,394 13,472
S3 13,302 13,349 13,464
S4 13,210 13,257 13,439
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% 90 0.7% 39% False False 102,341
10 13,588 13,118 470 3.5% 114 0.8% 79% False False 79,349
20 13,588 12,888 700 5.2% 116 0.9% 86% False False 40,094
40 13,588 12,666 922 6.8% 108 0.8% 89% False False 20,068
60 13,588 12,351 1,237 9.2% 113 0.8% 92% False False 13,383
80 13,588 11,913 1,675 12.4% 102 0.8% 94% False False 10,038
100 13,588 11,913 1,675 12.4% 94 0.7% 94% False False 8,031
120 13,588 11,913 1,675 12.4% 82 0.6% 94% False False 6,693
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 3 trading days
Fibonacci Retracements and Extensions
4.250 13,921
2.618 13,771
1.618 13,679
1.000 13,622
0.618 13,587
HIGH 13,530
0.618 13,495
0.500 13,484
0.382 13,473
LOW 13,438
0.618 13,381
1.000 13,346
1.618 13,289
2.618 13,197
4.250 13,047
Fisher Pivots for day following 24-Sep-2012
Pivot 1 day 3 day
R1 13,487 13,507
PP 13,486 13,501
S1 13,484 13,495

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

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