mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 12,555 12,530 -25 -0.2% 12,566
High 12,570 12,834 264 2.1% 12,834
Low 12,376 12,479 103 0.8% 12,376
Close 12,526 12,808 282 2.3% 12,808
Range 194 355 161 83.0% 458
ATR 174 187 13 7.4% 0
Volume 175,593 143,928 -31,665 -18.0% 660,466
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,772 13,645 13,003
R3 13,417 13,290 12,906
R2 13,062 13,062 12,873
R1 12,935 12,935 12,841 12,999
PP 12,707 12,707 12,707 12,739
S1 12,580 12,580 12,776 12,644
S2 12,352 12,352 12,743
S3 11,997 12,225 12,711
S4 11,642 11,870 12,613
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 14,047 13,885 13,060
R3 13,589 13,427 12,934
R2 13,131 13,131 12,892
R1 12,969 12,969 12,850 13,050
PP 12,673 12,673 12,673 12,713
S1 12,511 12,511 12,766 12,592
S2 12,215 12,215 12,724
S3 11,757 12,053 12,682
S4 11,299 11,595 12,556
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,834 12,376 458 3.6% 195 1.5% 94% True False 132,093
10 12,834 12,376 458 3.6% 188 1.5% 94% True False 136,309
20 12,834 11,884 950 7.4% 196 1.5% 97% True False 115,235
40 13,000 11,884 1,116 8.7% 174 1.4% 83% False False 57,718
60 13,213 11,884 1,329 10.4% 142 1.1% 70% False False 38,482
80 13,213 11,884 1,329 10.4% 125 1.0% 70% False False 28,866
100 13,213 11,884 1,329 10.4% 108 0.8% 70% False False 23,094
120 13,213 11,884 1,329 10.4% 92 0.7% 70% False False 19,245
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 28
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 14,343
2.618 13,764
1.618 13,409
1.000 13,189
0.618 13,054
HIGH 12,834
0.618 12,699
0.500 12,657
0.382 12,615
LOW 12,479
0.618 12,260
1.000 12,124
1.618 11,905
2.618 11,550
4.250 10,970
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 12,758 12,740
PP 12,707 12,673
S1 12,657 12,605

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

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