mini-sized Dow ($5) Future March 2013


Trading Metrics calculated at close of trading on 21-Sep-2012
Day Change Summary
Previous Current
20-Sep-2012 21-Sep-2012 Change Change % Previous Week
Open 13,450 13,433 -17 -0.1% 13,405
High 13,450 13,486 36 0.3% 13,486
Low 13,450 13,433 -17 -0.1% 13,405
Close 13,450 13,435 -15 -0.1% 13,435
Range 0 53 53 81
ATR 67 66 -1 -1.5% 0
Volume 10 55 45 450.0% 217
Daily Pivots for day following 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,610 13,576 13,464
R3 13,557 13,523 13,450
R2 13,504 13,504 13,445
R1 13,470 13,470 13,440 13,487
PP 13,451 13,451 13,451 13,460
S1 13,417 13,417 13,430 13,434
S2 13,398 13,398 13,425
S3 13,345 13,364 13,421
S4 13,292 13,311 13,406
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,685 13,641 13,480
R3 13,604 13,560 13,457
R2 13,523 13,523 13,450
R1 13,479 13,479 13,443 13,501
PP 13,442 13,442 13,442 13,453
S1 13,398 13,398 13,428 13,420
S2 13,361 13,361 13,420
S3 13,280 13,317 13,413
S4 13,199 13,236 13,391
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,486 13,405 81 0.6% 13 0.1% 37% True False 43
10 13,486 13,084 402 3.0% 22 0.2% 87% True False 24
20 13,486 12,827 659 4.9% 26 0.2% 92% True False 13
40 13,486 12,676 810 6.0% 16 0.1% 94% True False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,711
2.618 13,625
1.618 13,572
1.000 13,539
0.618 13,519
HIGH 13,486
0.618 13,466
0.500 13,460
0.382 13,453
LOW 13,433
0.618 13,400
1.000 13,380
1.618 13,347
2.618 13,294
4.250 13,208
Fisher Pivots for day following 21-Sep-2012
Pivot 1 day 3 day
R1 13,460 13,459
PP 13,451 13,451
S1 13,443 13,443

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

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