mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 26-Sep-2012
Day Change Summary
Previous Current
25-Sep-2012 26-Sep-2012 Change Change % Previous Week
Open 13,491 13,405 -86 -0.6% 13,510
High 13,548 13,426 -122 -0.9% 13,588
Low 13,386 13,332 -54 -0.4% 13,426
Close 13,405 13,345 -60 -0.4% 13,500
Range 162 94 -68 -42.0% 162
ATR 117 115 -2 -1.4% 0
Volume 127,444 121,899 -5,545 -4.4% 513,041
Daily Pivots for day following 26-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,650 13,591 13,397
R3 13,556 13,497 13,371
R2 13,462 13,462 13,362
R1 13,403 13,403 13,354 13,386
PP 13,368 13,368 13,368 13,359
S1 13,309 13,309 13,337 13,292
S2 13,274 13,274 13,328
S3 13,180 13,215 13,319
S4 13,086 13,121 13,293
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 13,332 256 1.9% 110 0.8% 5% False True 110,226
10 13,588 13,248 340 2.5% 116 0.9% 29% False False 102,484
20 13,588 12,888 700 5.2% 121 0.9% 65% False False 52,549
40 13,588 12,666 922 6.9% 110 0.8% 74% False False 26,300
60 13,588 12,351 1,237 9.3% 115 0.9% 80% False False 17,539
80 13,588 11,976 1,612 12.1% 103 0.8% 85% False False 13,155
100 13,588 11,913 1,675 12.6% 96 0.7% 85% False False 10,524
120 13,588 11,913 1,675 12.6% 84 0.6% 85% False False 8,771
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 27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,826
2.618 13,672
1.618 13,578
1.000 13,520
0.618 13,484
HIGH 13,426
0.618 13,390
0.500 13,379
0.382 13,368
LOW 13,332
0.618 13,274
1.000 13,238
1.618 13,180
2.618 13,086
4.250 12,933
Fisher Pivots for day following 26-Sep-2012
Pivot 1 day 3 day
R1 13,379 13,440
PP 13,368 13,408
S1 13,356 13,377

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

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