mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 18-Jul-2012
Day Change Summary
Previous Current
17-Jul-2012 18-Jul-2012 Change Change % Previous Week
Open 12,650 12,739 89 0.7% 12,708
High 12,766 12,867 101 0.8% 12,767
Low 12,578 12,686 108 0.9% 12,425
Close 12,737 12,860 123 1.0% 12,712
Range 188 181 -7 -3.7% 342
ATR 173 173 1 0.3% 0
Volume 128,911 107,062 -21,849 -16.9% 629,424
Daily Pivots for day following 18-Jul-2012
Classic Woodie Camarilla DeMark
R4 13,347 13,285 12,960
R3 13,166 13,104 12,910
R2 12,985 12,985 12,893
R1 12,923 12,923 12,877 12,954
PP 12,804 12,804 12,804 12,820
S1 12,742 12,742 12,844 12,773
S2 12,623 12,623 12,827
S3 12,442 12,561 12,810
S4 12,261 12,380 12,761
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 12,867 12,425 442 3.4% 165 1.3% 98% True False 113,766
10 12,917 12,425 492 3.8% 168 1.3% 88% False False 109,851
20 12,917 12,376 541 4.2% 173 1.3% 89% False False 116,831
40 12,917 11,884 1,033 8.0% 179 1.4% 94% False False 88,062
60 13,213 11,884 1,329 10.3% 156 1.2% 73% False False 58,750
80 13,213 11,884 1,329 10.3% 138 1.1% 73% False False 44,064
100 13,213 11,884 1,329 10.3% 125 1.0% 73% False False 35,255
120 13,213 11,884 1,329 10.3% 107 0.8% 73% False False 29,380
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 39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,636
2.618 13,341
1.618 13,160
1.000 13,048
0.618 12,979
HIGH 12,867
0.618 12,798
0.500 12,777
0.382 12,755
LOW 12,686
0.618 12,574
1.000 12,505
1.618 12,393
2.618 12,212
4.250 11,917
Fisher Pivots for day following 18-Jul-2012
Pivot 1 day 3 day
R1 12,832 12,814
PP 12,804 12,768
S1 12,777 12,723

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

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