mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 12-Jul-2012
Day Change Summary
Previous Current
11-Jul-2012 12-Jul-2012 Change Change % Previous Week
Open 12,583 12,538 -45 -0.4% 12,827
High 12,651 12,564 -87 -0.7% 12,917
Low 12,469 12,425 -44 -0.4% 12,640
Close 12,536 12,502 -34 -0.3% 12,727
Range 182 139 -43 -23.6% 277
ATR 177 174 -3 -1.5% 0
Volume 136,182 125,958 -10,224 -7.5% 260,795
Daily Pivots for day following 12-Jul-2012
Classic Woodie Camarilla DeMark
R4 12,914 12,847 12,579
R3 12,775 12,708 12,540
R2 12,636 12,636 12,528
R1 12,569 12,569 12,515 12,533
PP 12,497 12,497 12,497 12,479
S1 12,430 12,430 12,489 12,394
S2 12,358 12,358 12,477
S3 12,219 12,291 12,464
S4 12,080 12,152 12,426
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 12,851 12,425 426 3.4% 171 1.4% 18% False True 131,067
10 12,917 12,376 541 4.3% 179 1.4% 23% False False 109,285
20 12,917 12,376 541 4.3% 174 1.4% 23% False False 120,595
40 12,917 11,884 1,033 8.3% 178 1.4% 60% False False 77,030
60 13,213 11,884 1,329 10.6% 149 1.2% 47% False False 51,369
80 13,213 11,884 1,329 10.6% 134 1.1% 47% False False 38,529
100 13,213 11,884 1,329 10.6% 119 1.0% 47% False False 30,827
120 13,213 11,884 1,329 10.6% 102 0.8% 47% False False 25,689
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,155
2.618 12,928
1.618 12,789
1.000 12,703
0.618 12,650
HIGH 12,564
0.618 12,511
0.500 12,495
0.382 12,478
LOW 12,425
0.618 12,339
1.000 12,286
1.618 12,200
2.618 12,061
4.250 11,834
Fisher Pivots for day following 12-Jul-2012
Pivot 1 day 3 day
R1 12,500 12,596
PP 12,497 12,565
S1 12,495 12,533

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

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