mini-sized Dow ($5) Future March 2013


Trading Metrics calculated at close of trading on 24-Sep-2012
Day Change Summary
Previous Current
21-Sep-2012 24-Sep-2012 Change Change % Previous Week
Open 13,433 13,391 -42 -0.3% 13,405
High 13,486 13,465 -21 -0.2% 13,486
Low 13,433 13,391 -42 -0.3% 13,405
Close 13,435 13,425 -10 -0.1% 13,435
Range 53 74 21 39.6% 81
ATR 66 67 1 0.8% 0
Volume 55 3 -52 -94.5% 217
Daily Pivots for day following 24-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,649 13,611 13,466
R3 13,575 13,537 13,445
R2 13,501 13,501 13,439
R1 13,463 13,463 13,432 13,482
PP 13,427 13,427 13,427 13,437
S1 13,389 13,389 13,418 13,408
S2 13,353 13,353 13,412
S3 13,279 13,315 13,405
S4 13,205 13,241 13,384
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 13,391 95 0.7% 28 0.2% 36% False True 14
10 13,486 13,142 344 2.6% 29 0.2% 82% False False 24
20 13,486 12,827 659 4.9% 30 0.2% 91% False False 13
40 13,486 12,676 810 6.0% 18 0.1% 92% False False 7
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 6
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 13,780
2.618 13,659
1.618 13,585
1.000 13,539
0.618 13,511
HIGH 13,465
0.618 13,437
0.500 13,428
0.382 13,419
LOW 13,391
0.618 13,345
1.000 13,317
1.618 13,271
2.618 13,197
4.250 13,077
Fisher Pivots for day following 24-Sep-2012
Pivot 1 day 3 day
R1 13,428 13,439
PP 13,427 13,434
S1 13,426 13,430

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

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