mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 30-Jul-2012
Day Change Summary
Previous Current
27-Jul-2012 30-Jul-2012 Change Change % Previous Week
Open 12,824 13,018 194 1.5% 12,756
High 13,061 13,072 11 0.1% 13,061
Low 12,811 12,983 172 1.3% 12,462
Close 13,033 13,001 -32 -0.2% 13,033
Range 250 89 -161 -64.4% 599
ATR 189 182 -7 -3.8% 0
Volume 151,369 104,687 -46,682 -30.8% 728,210
Daily Pivots for day following 30-Jul-2012
Classic Woodie Camarilla DeMark
R4 13,286 13,232 13,050
R3 13,197 13,143 13,026
R2 13,108 13,108 13,017
R1 13,054 13,054 13,009 13,037
PP 13,019 13,019 13,019 13,010
S1 12,965 12,965 12,993 12,948
S2 12,930 12,930 12,985
S3 12,841 12,876 12,977
S4 12,752 12,787 12,952
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 13,072 12,462 610 4.7% 209 1.6% 88% True False 137,554
10 13,072 12,462 610 4.7% 188 1.4% 88% True False 130,144
20 13,072 12,425 647 5.0% 172 1.3% 89% True False 114,084
40 13,072 11,884 1,188 9.1% 184 1.4% 94% True False 114,659
60 13,072 11,884 1,188 9.1% 173 1.3% 94% True False 76,507
80 13,213 11,884 1,329 10.2% 149 1.1% 84% False False 57,382
100 13,213 11,884 1,329 10.2% 135 1.0% 84% False False 45,910
120 13,213 11,884 1,329 10.2% 119 0.9% 84% False False 38,259
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 33
Narrowest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 13,450
2.618 13,305
1.618 13,216
1.000 13,161
0.618 13,127
HIGH 13,072
0.618 13,038
0.500 13,028
0.382 13,017
LOW 12,983
0.618 12,928
1.000 12,894
1.618 12,839
2.618 12,750
4.250 12,605
Fisher Pivots for day following 30-Jul-2012
Pivot 1 day 3 day
R1 13,028 12,943
PP 13,019 12,886
S1 13,010 12,828

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

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