mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 12,917 12,829 -88 -0.7% 13,018
High 13,030 13,080 50 0.4% 13,080
Low 12,721 12,813 92 0.7% 12,721
Close 12,831 13,055 224 1.7% 13,055
Range 309 267 -42 -13.6% 359
ATR 184 190 6 3.2% 0
Volume 161,519 109,320 -52,199 -32.3% 589,905
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,784 13,686 13,202
R3 13,517 13,419 13,129
R2 13,250 13,250 13,104
R1 13,152 13,152 13,080 13,201
PP 12,983 12,983 12,983 13,007
S1 12,885 12,885 13,031 12,934
S2 12,716 12,716 13,006
S3 12,449 12,618 12,982
S4 12,182 12,351 12,908
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 14,029 13,901 13,253
R3 13,670 13,542 13,154
R2 13,311 13,311 13,121
R1 13,183 13,183 13,088 13,247
PP 12,952 12,952 12,952 12,984
S1 12,824 12,824 13,022 12,888
S2 12,593 12,593 12,989
S3 12,234 12,465 12,956
S4 11,875 12,106 12,858
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,080 12,721 359 2.7% 183 1.4% 93% True False 117,981
10 13,080 12,462 618 4.7% 211 1.6% 96% True False 131,811
20 13,080 12,425 655 5.0% 183 1.4% 96% True False 125,305
40 13,080 12,288 792 6.1% 187 1.4% 97% True False 125,710
60 13,080 11,884 1,196 9.2% 177 1.4% 98% True False 84,592
80 13,213 11,884 1,329 10.2% 156 1.2% 88% False False 63,447
100 13,213 11,884 1,329 10.2% 140 1.1% 88% False False 50,760
120 13,213 11,884 1,329 10.2% 126 1.0% 88% False False 42,302
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 41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,215
2.618 13,779
1.618 13,512
1.000 13,347
0.618 13,245
HIGH 13,080
0.618 12,978
0.500 12,947
0.382 12,915
LOW 12,813
0.618 12,648
1.000 12,546
1.618 12,381
2.618 12,114
4.250 11,678
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 13,019 13,004
PP 12,983 12,952
S1 12,947 12,901

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

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