mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 31-Jul-2012
Day Change Summary
Previous Current
30-Jul-2012 31-Jul-2012 Change Change % Previous Week
Open 13,018 12,999 -19 -0.1% 12,756
High 13,072 13,056 -16 -0.1% 13,061
Low 12,983 12,933 -50 -0.4% 12,462
Close 13,001 12,949 -52 -0.4% 13,033
Range 89 123 34 38.2% 599
ATR 182 178 -4 -2.3% 0
Volume 104,687 104,423 -264 -0.3% 728,210
Daily Pivots for day following 31-Jul-2012
Classic Woodie Camarilla DeMark
R4 13,348 13,272 13,017
R3 13,225 13,149 12,983
R2 13,102 13,102 12,972
R1 13,026 13,026 12,960 13,003
PP 12,979 12,979 12,979 12,968
S1 12,903 12,903 12,938 12,880
S2 12,856 12,856 12,927
S3 12,733 12,780 12,915
S4 12,610 12,657 12,881
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 12,472 600 4.6% 192 1.5% 80% False False 130,129
10 13,072 12,462 610 4.7% 182 1.4% 80% False False 127,695
20 13,072 12,425 647 5.0% 172 1.3% 81% False False 113,430
40 13,072 11,961 1,111 8.6% 183 1.4% 89% False False 117,210
60 13,072 11,884 1,188 9.2% 174 1.3% 90% False False 78,247
80 13,213 11,884 1,329 10.3% 151 1.2% 80% False False 58,687
100 13,213 11,884 1,329 10.3% 135 1.0% 80% False False 46,954
120 13,213 11,884 1,329 10.3% 120 0.9% 80% False False 39,129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,579
2.618 13,378
1.618 13,255
1.000 13,179
0.618 13,132
HIGH 13,056
0.618 13,009
0.500 12,995
0.382 12,980
LOW 12,933
0.618 12,857
1.000 12,810
1.618 12,734
2.618 12,611
4.250 12,410
Fisher Pivots for day following 31-Jul-2012
Pivot 1 day 3 day
R1 12,995 12,947
PP 12,979 12,944
S1 12,964 12,942

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

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