mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 16-Jul-2012
Day Change Summary
Previous Current
13-Jul-2012 16-Jul-2012 Change Change % Previous Week
Open 12,500 12,714 214 1.7% 12,708
High 12,723 12,718 -5 0.0% 12,767
Low 12,500 12,624 124 1.0% 12,425
Close 12,712 12,648 -64 -0.5% 12,712
Range 223 94 -129 -57.8% 342
ATR 178 172 -6 -3.4% 0
Volume 116,885 90,015 -26,870 -23.0% 629,424
Daily Pivots for day following 16-Jul-2012
Classic Woodie Camarilla DeMark
R4 12,945 12,891 12,700
R3 12,851 12,797 12,674
R2 12,757 12,757 12,665
R1 12,703 12,703 12,657 12,683
PP 12,663 12,663 12,663 12,654
S1 12,609 12,609 12,640 12,589
S2 12,569 12,569 12,631
S3 12,475 12,515 12,622
S4 12,381 12,421 12,596
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% 65% False False 124,018
10 12,917 12,425 492 3.9% 156 1.2% 45% False False 98,023
20 12,917 12,376 541 4.3% 172 1.4% 50% False False 117,166
40 12,917 11,884 1,033 8.2% 178 1.4% 74% False False 82,191
60 13,213 11,884 1,329 10.5% 151 1.2% 57% False False 54,817
80 13,213 11,884 1,329 10.5% 137 1.1% 57% False False 41,115
100 13,213 11,884 1,329 10.5% 121 1.0% 57% False False 32,896
120 13,213 11,884 1,329 10.5% 105 0.8% 57% False False 27,413
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 13,118
2.618 12,964
1.618 12,870
1.000 12,812
0.618 12,776
HIGH 12,718
0.618 12,682
0.500 12,671
0.382 12,660
LOW 12,624
0.618 12,566
1.000 12,530
1.618 12,472
2.618 12,378
4.250 12,225
Fisher Pivots for day following 16-Jul-2012
Pivot 1 day 3 day
R1 12,671 12,623
PP 12,663 12,599
S1 12,656 12,574

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

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