mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 08-Oct-2012
Day Change Summary
Previous Current
05-Oct-2012 08-Oct-2012 Change Change % Previous Week
Open 13,498 13,550 52 0.4% 13,349
High 13,599 13,550 -49 -0.4% 13,599
Low 13,489 13,475 -14 -0.1% 13,313
Close 13,536 13,501 -35 -0.3% 13,536
Range 110 75 -35 -31.8% 286
ATR 122 118 -3 -2.7% 0
Volume 110,153 68,415 -41,738 -37.9% 625,183
Daily Pivots for day following 08-Oct-2012
Classic Woodie Camarilla DeMark
R4 13,734 13,692 13,542
R3 13,659 13,617 13,522
R2 13,584 13,584 13,515
R1 13,542 13,542 13,508 13,526
PP 13,509 13,509 13,509 13,500
S1 13,467 13,467 13,494 13,451
S2 13,434 13,434 13,487
S3 13,359 13,392 13,481
S4 13,284 13,317 13,460
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 13,347 252 1.9% 109 0.8% 61% False False 109,205
10 13,599 13,293 306 2.3% 126 0.9% 68% False False 121,259
20 13,599 13,118 481 3.6% 120 0.9% 80% False False 100,304
40 13,599 12,888 711 5.3% 113 0.8% 86% False False 50,375
60 13,599 12,351 1,248 9.2% 116 0.9% 92% False False 33,591
80 13,599 12,323 1,276 9.5% 111 0.8% 92% False False 25,195
100 13,599 11,913 1,686 12.5% 101 0.7% 94% False False 20,157
120 13,599 11,913 1,686 12.5% 91 0.7% 94% False False 16,798
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 26
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 13,869
2.618 13,746
1.618 13,671
1.000 13,625
0.618 13,596
HIGH 13,550
0.618 13,521
0.500 13,513
0.382 13,504
LOW 13,475
0.618 13,429
1.000 13,400
1.618 13,354
2.618 13,279
4.250 13,156
Fisher Pivots for day following 08-Oct-2012
Pivot 1 day 3 day
R1 13,513 13,511
PP 13,509 13,507
S1 13,505 13,504

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

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