mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 05-Oct-2012
Day Change Summary
Previous Current
04-Oct-2012 05-Oct-2012 Change Change % Previous Week
Open 13,424 13,498 74 0.6% 13,349
High 13,525 13,599 74 0.5% 13,599
Low 13,422 13,489 67 0.5% 13,313
Close 13,498 13,536 38 0.3% 13,536
Range 103 110 7 6.8% 286
ATR 122 122 -1 -0.7% 0
Volume 112,527 110,153 -2,374 -2.1% 625,183
Daily Pivots for day following 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 13,871 13,814 13,597
R3 13,761 13,704 13,566
R2 13,651 13,651 13,556
R1 13,594 13,594 13,546 13,623
PP 13,541 13,541 13,541 13,556
S1 13,484 13,484 13,526 13,513
S2 13,431 13,431 13,516
S3 13,321 13,374 13,506
S4 13,211 13,264 13,476
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 14,341 14,224 13,693
R3 14,055 13,938 13,615
R2 13,769 13,769 13,589
R1 13,652 13,652 13,562 13,711
PP 13,483 13,483 13,483 13,512
S1 13,366 13,366 13,510 13,425
S2 13,197 13,197 13,484
S3 12,911 13,080 13,457
S4 12,625 12,794 13,379
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,599 13,313 286 2.1% 136 1.0% 78% True False 125,036
10 13,599 13,293 306 2.3% 128 0.9% 79% True False 123,809
20 13,599 13,118 481 3.6% 120 0.9% 87% True False 97,018
40 13,599 12,888 711 5.3% 114 0.8% 91% True False 48,667
60 13,599 12,351 1,248 9.2% 117 0.9% 95% True False 32,452
80 13,599 12,323 1,276 9.4% 111 0.8% 95% True False 24,340
100 13,599 11,913 1,686 12.5% 101 0.7% 96% True False 19,473
120 13,599 11,913 1,686 12.5% 90 0.7% 96% True False 16,228
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 30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,067
2.618 13,887
1.618 13,777
1.000 13,709
0.618 13,667
HIGH 13,599
0.618 13,557
0.500 13,544
0.382 13,531
LOW 13,489
0.618 13,421
1.000 13,379
1.618 13,311
2.618 13,201
4.250 13,022
Fisher Pivots for day following 05-Oct-2012
Pivot 1 day 3 day
R1 13,544 13,517
PP 13,541 13,498
S1 13,539 13,480

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

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