mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 25-Sep-2012
Day Change Summary
Previous Current
24-Sep-2012 25-Sep-2012 Change Change % Previous Week
Open 13,490 13,491 1 0.0% 13,510
High 13,530 13,548 18 0.1% 13,588
Low 13,438 13,386 -52 -0.4% 13,426
Close 13,489 13,405 -84 -0.6% 13,500
Range 92 162 70 76.1% 162
ATR 113 117 3 3.1% 0
Volume 93,917 127,444 33,527 35.7% 513,041
Daily Pivots for day following 25-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,932 13,831 13,494
R3 13,770 13,669 13,450
R2 13,608 13,608 13,435
R1 13,507 13,507 13,420 13,477
PP 13,446 13,446 13,446 13,431
S1 13,345 13,345 13,390 13,315
S2 13,284 13,284 13,375
S3 13,122 13,183 13,361
S4 12,960 13,021 13,316
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 13,386 202 1.5% 105 0.8% 9% False True 106,786
10 13,588 13,209 379 2.8% 115 0.9% 52% False False 91,701
20 13,588 12,888 700 5.2% 120 0.9% 74% False False 46,462
40 13,588 12,666 922 6.9% 110 0.8% 80% False False 23,253
60 13,588 12,351 1,237 9.2% 113 0.8% 85% False False 15,507
80 13,588 11,913 1,675 12.5% 102 0.8% 89% False False 11,631
100 13,588 11,913 1,675 12.5% 95 0.7% 89% False False 9,305
120 13,588 11,913 1,675 12.5% 83 0.6% 89% False False 7,755
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 14,237
2.618 13,972
1.618 13,810
1.000 13,710
0.618 13,648
HIGH 13,548
0.618 13,486
0.500 13,467
0.382 13,448
LOW 13,386
0.618 13,286
1.000 13,224
1.618 13,124
2.618 12,962
4.250 12,698
Fisher Pivots for day following 25-Sep-2012
Pivot 1 day 3 day
R1 13,467 13,487
PP 13,446 13,460
S1 13,426 13,432

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

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