mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 13-Jul-2012
Day Change Summary
Previous Current
12-Jul-2012 13-Jul-2012 Change Change % Previous Week
Open 12,538 12,500 -38 -0.3% 12,708
High 12,564 12,723 159 1.3% 12,767
Low 12,425 12,500 75 0.6% 12,425
Close 12,502 12,712 210 1.7% 12,712
Range 139 223 84 60.4% 342
ATR 174 178 3 2.0% 0
Volume 125,958 116,885 -9,073 -7.2% 629,424
Daily Pivots for day following 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 13,314 13,236 12,835
R3 13,091 13,013 12,773
R2 12,868 12,868 12,753
R1 12,790 12,790 12,733 12,829
PP 12,645 12,645 12,645 12,665
S1 12,567 12,567 12,692 12,606
S2 12,422 12,422 12,671
S3 12,199 12,344 12,651
S4 11,976 12,121 12,589
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 13,661 13,528 12,900
R3 13,319 13,186 12,806
R2 12,977 12,977 12,775
R1 12,844 12,844 12,743 12,911
PP 12,635 12,635 12,635 12,668
S1 12,502 12,502 12,681 12,569
S2 12,293 12,293 12,649
S3 11,951 12,160 12,618
S4 11,609 11,818 12,524
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,767 12,425 342 2.7% 173 1.4% 84% False False 125,884
10 12,917 12,425 492 3.9% 182 1.4% 58% False False 103,414
20 12,917 12,376 541 4.3% 174 1.4% 62% False False 117,793
40 12,917 11,884 1,033 8.1% 181 1.4% 80% False False 79,944
60 13,213 11,884 1,329 10.5% 152 1.2% 62% False False 53,317
80 13,213 11,884 1,329 10.5% 137 1.1% 62% False False 39,990
100 13,213 11,884 1,329 10.5% 121 1.0% 62% False False 31,996
120 13,213 11,884 1,329 10.5% 104 0.8% 62% False False 26,663
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 36
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,671
2.618 13,307
1.618 13,084
1.000 12,946
0.618 12,861
HIGH 12,723
0.618 12,638
0.500 12,612
0.382 12,585
LOW 12,500
0.618 12,362
1.000 12,277
1.618 12,139
2.618 11,916
4.250 11,552
Fisher Pivots for day following 13-Jul-2012
Pivot 1 day 3 day
R1 12,679 12,666
PP 12,645 12,620
S1 12,612 12,574

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

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