mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 01-Aug-2012
Day Change Summary
Previous Current
31-Jul-2012 01-Aug-2012 Change Change % Previous Week
Open 12,999 12,940 -59 -0.5% 12,756
High 13,056 13,023 -33 -0.3% 13,061
Low 12,933 12,895 -38 -0.3% 12,462
Close 12,949 12,923 -26 -0.2% 13,033
Range 123 128 5 4.1% 599
ATR 178 174 -4 -2.0% 0
Volume 104,423 109,956 5,533 5.3% 728,210
Daily Pivots for day following 01-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,331 13,255 12,994
R3 13,203 13,127 12,958
R2 13,075 13,075 12,947
R1 12,999 12,999 12,935 12,973
PP 12,947 12,947 12,947 12,934
S1 12,871 12,871 12,911 12,845
S2 12,819 12,819 12,900
S3 12,691 12,743 12,888
S4 12,563 12,615 12,853
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 12,584 488 3.8% 177 1.4% 69% False False 125,649
10 13,072 12,462 610 4.7% 176 1.4% 76% False False 127,985
20 13,072 12,425 647 5.0% 172 1.3% 77% False False 118,918
40 13,072 12,051 1,021 7.9% 184 1.4% 85% False False 119,914
60 13,072 11,884 1,188 9.2% 173 1.3% 87% False False 80,079
80 13,213 11,884 1,329 10.3% 152 1.2% 78% False False 60,062
100 13,213 11,884 1,329 10.3% 136 1.1% 78% False False 48,053
120 13,213 11,884 1,329 10.3% 121 0.9% 78% False False 40,045
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,567
2.618 13,358
1.618 13,230
1.000 13,151
0.618 13,102
HIGH 13,023
0.618 12,974
0.500 12,959
0.382 12,944
LOW 12,895
0.618 12,816
1.000 12,767
1.618 12,688
2.618 12,560
4.250 12,351
Fisher Pivots for day following 01-Aug-2012
Pivot 1 day 3 day
R1 12,959 12,984
PP 12,947 12,963
S1 12,935 12,943

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

View Archives - Comment on this page... - Back to Index of Symbols