mini-sized Dow ($5) Future March 2013


Trading Metrics calculated at close of trading on 06-Sep-2012
Day Change Summary
Previous Current
05-Sep-2012 06-Sep-2012 Change Change % Previous Week
Open 12,846 12,940 94 0.7% 12,950
High 12,897 13,121 224 1.7% 12,950
Low 12,846 12,940 94 0.7% 12,827
Close 12,897 13,121 224 1.7% 12,925
Range 51 181 130 254.9% 123
ATR 63 74 12 18.3% 0
Volume 1 1 0 0.0% 10
Daily Pivots for day following 06-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,604 13,543 13,221
R3 13,423 13,362 13,171
R2 13,242 13,242 13,154
R1 13,181 13,181 13,138 13,212
PP 13,061 13,061 13,061 13,076
S1 13,000 13,000 13,105 13,031
S2 12,880 12,880 13,088
S3 12,699 12,819 13,071
S4 12,518 12,638 13,022
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,270 13,220 12,993
R3 13,147 13,097 12,959
R2 13,024 13,024 12,948
R1 12,974 12,974 12,936 12,938
PP 12,901 12,901 12,901 12,882
S1 12,851 12,851 12,914 12,815
S2 12,778 12,778 12,903
S3 12,655 12,728 12,891
S4 12,532 12,605 12,857
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,121 12,827 294 2.2% 62 0.5% 100% True False 1
10 13,121 12,827 294 2.2% 40 0.3% 100% True False 1
20 13,121 12,827 294 2.2% 21 0.2% 100% True False 1
40 13,121 12,310 811 6.2% 12 0.1% 100% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 13,890
2.618 13,595
1.618 13,414
1.000 13,302
0.618 13,233
HIGH 13,121
0.618 13,052
0.500 13,031
0.382 13,009
LOW 12,940
0.618 12,828
1.000 12,759
1.618 12,647
2.618 12,466
4.250 12,171
Fisher Pivots for day following 06-Sep-2012
Pivot 1 day 3 day
R1 13,091 13,075
PP 13,061 13,029
S1 13,031 12,984

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

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