mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 12,636 12,824 188 1.5% 12,756
High 12,876 13,061 185 1.4% 13,061
Low 12,584 12,811 227 1.8% 12,462
Close 12,825 13,033 208 1.6% 13,033
Range 292 250 -42 -14.4% 599
ATR 185 189 5 2.5% 0
Volume 157,812 151,369 -6,443 -4.1% 728,210
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 13,718 13,626 13,171
R3 13,468 13,376 13,102
R2 13,218 13,218 13,079
R1 13,126 13,126 13,056 13,172
PP 12,968 12,968 12,968 12,992
S1 12,876 12,876 13,010 12,922
S2 12,718 12,718 12,987
S3 12,468 12,626 12,964
S4 12,218 12,376 12,896
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 14,649 14,440 13,363
R3 14,050 13,841 13,198
R2 13,451 13,451 13,143
R1 13,242 13,242 13,088 13,347
PP 12,852 12,852 12,852 12,904
S1 12,643 12,643 12,978 12,748
S2 12,253 12,253 12,923
S3 11,654 12,044 12,868
S4 11,055 11,445 12,704
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,061 12,462 599 4.6% 238 1.8% 95% True False 145,642
10 13,061 12,462 599 4.6% 189 1.4% 95% True False 128,677
20 13,061 12,425 636 4.9% 185 1.4% 96% True False 116,046
40 13,061 11,884 1,177 9.0% 189 1.5% 98% True False 112,057
60 13,152 11,884 1,268 9.7% 173 1.3% 91% False False 74,762
80 13,213 11,884 1,329 10.2% 148 1.1% 86% False False 56,073
100 13,213 11,884 1,329 10.2% 134 1.0% 86% False False 44,863
120 13,213 11,884 1,329 10.2% 118 0.9% 86% False False 37,386
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 30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,124
2.618 13,716
1.618 13,466
1.000 13,311
0.618 13,216
HIGH 13,061
0.618 12,966
0.500 12,936
0.382 12,907
LOW 12,811
0.618 12,657
1.000 12,561
1.618 12,407
2.618 12,157
4.250 11,749
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 13,001 12,944
PP 12,968 12,855
S1 12,936 12,767

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

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