mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 09-Oct-2012
Day Change Summary
Previous Current
08-Oct-2012 09-Oct-2012 Change Change % Previous Week
Open 13,550 13,502 -48 -0.4% 13,349
High 13,550 13,545 -5 0.0% 13,599
Low 13,475 13,403 -72 -0.5% 13,313
Close 13,501 13,412 -89 -0.7% 13,536
Range 75 142 67 89.3% 286
ATR 118 120 2 1.4% 0
Volume 68,415 137,525 69,110 101.0% 625,183
Daily Pivots for day following 09-Oct-2012
Classic Woodie Camarilla DeMark
R4 13,879 13,788 13,490
R3 13,737 13,646 13,451
R2 13,595 13,595 13,438
R1 13,504 13,504 13,425 13,479
PP 13,453 13,453 13,453 13,441
S1 13,362 13,362 13,399 13,337
S2 13,311 13,311 13,386
S3 13,169 13,220 13,373
S4 13,027 13,078 13,334
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 13,360 239 1.8% 107 0.8% 22% False False 109,578
10 13,599 13,293 306 2.3% 124 0.9% 39% False False 122,267
20 13,599 13,209 390 2.9% 120 0.9% 52% False False 106,984
40 13,599 12,888 711 5.3% 114 0.9% 74% False False 53,813
60 13,599 12,351 1,248 9.3% 118 0.9% 85% False False 35,883
80 13,599 12,323 1,276 9.5% 112 0.8% 85% False False 26,915
100 13,599 11,913 1,686 12.6% 100 0.7% 89% False False 21,532
120 13,599 11,913 1,686 12.6% 92 0.7% 89% False False 17,944
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 14,149
2.618 13,917
1.618 13,775
1.000 13,687
0.618 13,633
HIGH 13,545
0.618 13,491
0.500 13,474
0.382 13,457
LOW 13,403
0.618 13,315
1.000 13,261
1.618 13,173
2.618 13,031
4.250 12,800
Fisher Pivots for day following 09-Oct-2012
Pivot 1 day 3 day
R1 13,474 13,501
PP 13,453 13,471
S1 13,433 13,442

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

View Archives - Comment on this page... - Back to Index of Symbols