mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 27-Sep-2012
Day Change Summary
Previous Current
26-Sep-2012 27-Sep-2012 Change Change % Previous Week
Open 13,405 13,347 -58 -0.4% 13,510
High 13,426 13,453 27 0.2% 13,588
Low 13,332 13,343 11 0.1% 13,426
Close 13,345 13,414 69 0.5% 13,500
Range 94 110 16 17.0% 162
ATR 115 115 0 -0.3% 0
Volume 121,899 123,345 1,446 1.2% 513,041
Daily Pivots for day following 27-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,733 13,684 13,475
R3 13,623 13,574 13,444
R2 13,513 13,513 13,434
R1 13,464 13,464 13,424 13,489
PP 13,403 13,403 13,403 13,416
S1 13,354 13,354 13,404 13,379
S2 13,293 13,293 13,394
S3 13,183 13,244 13,384
S4 13,073 13,134 13,354
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% 112 0.8% 32% False False 112,000
10 13,588 13,332 256 1.9% 102 0.8% 32% False False 111,382
20 13,588 12,888 700 5.2% 124 0.9% 75% False False 58,714
40 13,588 12,666 922 6.9% 112 0.8% 81% False False 29,384
60 13,588 12,351 1,237 9.2% 115 0.9% 86% False False 19,595
80 13,588 12,235 1,353 10.1% 104 0.8% 87% False False 14,697
100 13,588 11,913 1,675 12.5% 95 0.7% 90% False False 11,758
120 13,588 11,913 1,675 12.5% 85 0.6% 90% False False 9,799
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,921
2.618 13,741
1.618 13,631
1.000 13,563
0.618 13,521
HIGH 13,453
0.618 13,411
0.500 13,398
0.382 13,385
LOW 13,343
0.618 13,275
1.000 13,233
1.618 13,165
2.618 13,055
4.250 12,876
Fisher Pivots for day following 27-Sep-2012
Pivot 1 day 3 day
R1 13,409 13,440
PP 13,403 13,431
S1 13,398 13,423

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

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