mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 12,882 12,756 -126 -1.0% 12,714
High 12,884 12,756 -128 -1.0% 12,936
Low 12,751 12,521 -230 -1.8% 12,578
Close 12,773 12,645 -128 -1.0% 12,773
Range 133 235 102 76.7% 358
ATR 166 172 6 3.7% 0
Volume 119,046 145,126 26,080 21.9% 558,565
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 13,346 13,230 12,774
R3 13,111 12,995 12,710
R2 12,876 12,876 12,688
R1 12,760 12,760 12,667 12,701
PP 12,641 12,641 12,641 12,611
S1 12,525 12,525 12,624 12,466
S2 12,406 12,406 12,602
S3 12,171 12,290 12,581
S4 11,936 12,055 12,516
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 13,836 13,663 12,970
R3 13,478 13,305 12,872
R2 13,120 13,120 12,839
R1 12,947 12,947 12,806 13,034
PP 12,762 12,762 12,762 12,806
S1 12,589 12,589 12,740 12,676
S2 12,404 12,404 12,707
S3 12,046 12,231 12,675
S4 11,688 11,873 12,576
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,936 12,521 415 3.3% 168 1.3% 30% False True 122,735
10 12,936 12,425 511 4.0% 170 1.3% 43% False False 123,376
20 12,936 12,376 560 4.4% 169 1.3% 48% False False 112,718
40 12,936 11,884 1,052 8.3% 181 1.4% 72% False False 97,497
60 13,213 11,884 1,329 10.5% 162 1.3% 57% False False 65,045
80 13,213 11,884 1,329 10.5% 140 1.1% 57% False False 48,785
100 13,213 11,884 1,329 10.5% 128 1.0% 57% False False 39,032
120 13,213 11,884 1,329 10.5% 111 0.9% 57% False False 32,527
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 13,755
2.618 13,371
1.618 13,136
1.000 12,991
0.618 12,901
HIGH 12,756
0.618 12,666
0.500 12,639
0.382 12,611
LOW 12,521
0.618 12,376
1.000 12,286
1.618 12,141
2.618 11,906
4.250 11,522
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 12,643 12,729
PP 12,641 12,701
S1 12,639 12,673

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

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