mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 02-Oct-2012
Day Change Summary
Previous Current
01-Oct-2012 02-Oct-2012 Change Change % Previous Week
Open 13,349 13,434 85 0.6% 13,490
High 13,526 13,499 -27 -0.2% 13,548
Low 13,313 13,347 34 0.3% 13,293
Close 13,437 13,411 -26 -0.2% 13,355
Range 213 152 -61 -28.6% 255
ATR 124 126 2 1.6% 0
Volume 147,569 135,663 -11,906 -8.1% 612,916
Daily Pivots for day following 02-Oct-2012
Classic Woodie Camarilla DeMark
R4 13,875 13,795 13,495
R3 13,723 13,643 13,453
R2 13,571 13,571 13,439
R1 13,491 13,491 13,425 13,455
PP 13,419 13,419 13,419 13,401
S1 13,339 13,339 13,397 13,303
S2 13,267 13,267 13,383
S3 13,115 13,187 13,369
S4 12,963 13,035 13,328
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 14,164 14,014 13,495
R3 13,909 13,759 13,425
R2 13,654 13,654 13,402
R1 13,504 13,504 13,379 13,452
PP 13,399 13,399 13,399 13,372
S1 13,249 13,249 13,332 13,197
S2 13,144 13,144 13,308
S3 12,889 12,994 13,285
S4 12,634 12,739 13,215
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,526 13,293 233 1.7% 142 1.1% 51% False False 134,957
10 13,588 13,293 295 2.2% 124 0.9% 40% False False 120,872
20 13,588 12,922 666 5.0% 125 0.9% 73% False False 80,118
40 13,588 12,888 700 5.2% 111 0.8% 75% False False 40,120
60 13,588 12,351 1,237 9.2% 119 0.9% 86% False False 26,753
80 13,588 12,235 1,353 10.1% 111 0.8% 87% False False 20,066
100 13,588 11,913 1,675 12.5% 98 0.7% 89% False False 16,053
120 13,588 11,913 1,675 12.5% 88 0.7% 89% False False 13,378
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,145
2.618 13,897
1.618 13,745
1.000 13,651
0.618 13,593
HIGH 13,499
0.618 13,441
0.500 13,423
0.382 13,405
LOW 13,347
0.618 13,253
1.000 13,195
1.618 13,101
2.618 12,949
4.250 12,701
Fisher Pivots for day following 02-Oct-2012
Pivot 1 day 3 day
R1 13,423 13,411
PP 13,419 13,410
S1 13,415 13,410

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

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