mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 12,866 12,830 -36 -0.3% 12,827
High 12,917 12,851 -66 -0.5% 12,917
Low 12,783 12,640 -143 -1.1% 12,640
Close 12,832 12,727 -105 -0.8% 12,727
Range 134 211 77 57.5% 277
ATR 176 178 3 1.4% 0
Volume 306 142,800 142,494 46,566.7% 260,795
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 13,372 13,261 12,843
R3 13,161 13,050 12,785
R2 12,950 12,950 12,766
R1 12,839 12,839 12,746 12,789
PP 12,739 12,739 12,739 12,715
S1 12,628 12,628 12,708 12,578
S2 12,528 12,528 12,688
S3 12,317 12,417 12,669
S4 12,106 12,206 12,611
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 13,592 13,437 12,879
R3 13,315 13,160 12,803
R2 13,038 13,038 12,778
R1 12,883 12,883 12,753 12,822
PP 12,761 12,761 12,761 12,731
S1 12,606 12,606 12,702 12,545
S2 12,484 12,484 12,676
S3 12,207 12,329 12,651
S4 11,930 12,052 12,575
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,917 12,479 438 3.4% 191 1.5% 57% False False 80,944
10 12,917 12,376 541 4.3% 168 1.3% 65% False False 103,981
20 12,917 12,288 629 4.9% 191 1.5% 70% False False 126,115
40 12,917 11,884 1,033 8.1% 174 1.4% 82% False False 64,236
60 13,213 11,884 1,329 10.4% 147 1.2% 63% False False 42,828
80 13,213 11,884 1,329 10.4% 129 1.0% 63% False False 32,124
100 13,213 11,884 1,329 10.4% 114 0.9% 63% False False 25,701
120 13,213 11,884 1,329 10.4% 97 0.8% 63% False False 21,418
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,748
2.618 13,404
1.618 13,193
1.000 13,062
0.618 12,982
HIGH 12,851
0.618 12,771
0.500 12,746
0.382 12,721
LOW 12,640
0.618 12,510
1.000 12,429
1.618 12,299
2.618 12,088
4.250 11,743
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 12,746 12,779
PP 12,739 12,761
S1 12,733 12,744

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

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