mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 03-Oct-2012
Day Change Summary
Previous Current
02-Oct-2012 03-Oct-2012 Change Change % Previous Week
Open 13,434 13,409 -25 -0.2% 13,490
High 13,499 13,463 -36 -0.3% 13,548
Low 13,347 13,360 13 0.1% 13,293
Close 13,411 13,426 15 0.1% 13,355
Range 152 103 -49 -32.2% 255
ATR 126 124 -2 -1.3% 0
Volume 135,663 119,271 -16,392 -12.1% 612,916
Daily Pivots for day following 03-Oct-2012
Classic Woodie Camarilla DeMark
R4 13,725 13,679 13,483
R3 13,622 13,576 13,454
R2 13,519 13,519 13,445
R1 13,473 13,473 13,436 13,496
PP 13,416 13,416 13,416 13,428
S1 13,370 13,370 13,417 13,393
S2 13,313 13,313 13,407
S3 13,210 13,267 13,398
S4 13,107 13,164 13,369
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% 144 1.1% 57% False False 134,431
10 13,588 13,293 295 2.2% 127 0.9% 45% False False 122,329
20 13,588 12,966 622 4.6% 126 0.9% 74% False False 86,069
40 13,588 12,888 700 5.2% 112 0.8% 77% False False 43,101
60 13,588 12,351 1,237 9.2% 119 0.9% 87% False False 28,741
80 13,588 12,323 1,265 9.4% 108 0.8% 87% False False 21,557
100 13,588 11,913 1,675 12.5% 99 0.7% 90% False False 17,246
120 13,588 11,913 1,675 12.5% 89 0.7% 90% False False 14,372
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,901
2.618 13,733
1.618 13,630
1.000 13,566
0.618 13,527
HIGH 13,463
0.618 13,424
0.500 13,412
0.382 13,399
LOW 13,360
0.618 13,296
1.000 13,257
1.618 13,193
2.618 13,090
4.250 12,922
Fisher Pivots for day following 03-Oct-2012
Pivot 1 day 3 day
R1 13,421 13,424
PP 13,416 13,422
S1 13,412 13,420

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

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