mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 12,940 12,917 -23 -0.2% 12,756
High 13,023 13,030 7 0.1% 13,061
Low 12,895 12,721 -174 -1.3% 12,462
Close 12,923 12,831 -92 -0.7% 13,033
Range 128 309 181 141.4% 599
ATR 174 184 10 5.5% 0
Volume 109,956 161,519 51,563 46.9% 728,210
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,788 13,618 13,001
R3 13,479 13,309 12,916
R2 13,170 13,170 12,888
R1 13,000 13,000 12,859 12,931
PP 12,861 12,861 12,861 12,826
S1 12,691 12,691 12,803 12,622
S2 12,552 12,552 12,774
S3 12,243 12,382 12,746
S4 11,934 12,073 12,661
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 12,721 351 2.7% 180 1.4% 31% False True 126,390
10 13,072 12,462 610 4.8% 197 1.5% 60% False False 132,784
20 13,072 12,425 647 5.0% 181 1.4% 63% False False 126,979
40 13,072 12,288 784 6.1% 184 1.4% 69% False False 123,661
60 13,072 11,884 1,188 9.3% 175 1.4% 80% False False 82,770
80 13,213 11,884 1,329 10.4% 153 1.2% 71% False False 62,081
100 13,213 11,884 1,329 10.4% 138 1.1% 71% False False 49,669
120 13,213 11,884 1,329 10.4% 123 1.0% 71% False False 41,391
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 39
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 14,343
2.618 13,839
1.618 13,530
1.000 13,339
0.618 13,221
HIGH 13,030
0.618 12,912
0.500 12,876
0.382 12,839
LOW 12,721
0.618 12,530
1.000 12,412
1.618 12,221
2.618 11,912
4.250 11,408
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 12,876 12,889
PP 12,861 12,869
S1 12,846 12,850

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

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