mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 17-Jul-2012
Day Change Summary
Previous Current
16-Jul-2012 17-Jul-2012 Change Change % Previous Week
Open 12,714 12,650 -64 -0.5% 12,708
High 12,718 12,766 48 0.4% 12,767
Low 12,624 12,578 -46 -0.4% 12,425
Close 12,648 12,737 89 0.7% 12,712
Range 94 188 94 100.0% 342
ATR 172 173 1 0.7% 0
Volume 90,015 128,911 38,896 43.2% 629,424
Daily Pivots for day following 17-Jul-2012
Classic Woodie Camarilla DeMark
R4 13,258 13,185 12,841
R3 13,070 12,997 12,789
R2 12,882 12,882 12,772
R1 12,809 12,809 12,754 12,846
PP 12,694 12,694 12,694 12,712
S1 12,621 12,621 12,720 12,658
S2 12,506 12,506 12,703
S3 12,318 12,433 12,685
S4 12,130 12,245 12,634
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 12,766 12,425 341 2.7% 165 1.3% 91% True False 119,590
10 12,917 12,425 492 3.9% 162 1.3% 63% False False 99,166
20 12,917 12,376 541 4.2% 172 1.4% 67% False False 116,917
40 12,917 11,884 1,033 8.1% 179 1.4% 83% False False 85,406
60 13,213 11,884 1,329 10.4% 154 1.2% 64% False False 56,966
80 13,213 11,884 1,329 10.4% 138 1.1% 64% False False 42,726
100 13,213 11,884 1,329 10.4% 123 1.0% 64% False False 34,185
120 13,213 11,884 1,329 10.4% 106 0.8% 64% False False 28,488
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,565
2.618 13,258
1.618 13,070
1.000 12,954
0.618 12,882
HIGH 12,766
0.618 12,694
0.500 12,672
0.382 12,650
LOW 12,578
0.618 12,462
1.000 12,390
1.618 12,274
2.618 12,086
4.250 11,779
Fisher Pivots for day following 17-Jul-2012
Pivot 1 day 3 day
R1 12,715 12,702
PP 12,694 12,668
S1 12,672 12,633

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

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