mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 12,829 13,064 235 1.8% 13,018
High 13,080 13,133 53 0.4% 13,080
Low 12,813 13,034 221 1.7% 12,721
Close 13,055 13,067 12 0.1% 13,055
Range 267 99 -168 -62.9% 359
ATR 190 183 -6 -3.4% 0
Volume 109,320 72,418 -36,902 -33.8% 589,905
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,375 13,320 13,122
R3 13,276 13,221 13,094
R2 13,177 13,177 13,085
R1 13,122 13,122 13,076 13,150
PP 13,078 13,078 13,078 13,092
S1 13,023 13,023 13,058 13,051
S2 12,979 12,979 13,049
S3 12,880 12,924 13,040
S4 12,781 12,825 13,013
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 13,133 12,721 412 3.2% 185 1.4% 84% True False 111,527
10 13,133 12,462 671 5.1% 197 1.5% 90% True False 124,540
20 13,133 12,425 708 5.4% 184 1.4% 91% True False 123,958
40 13,133 12,288 845 6.5% 185 1.4% 92% True False 124,954
60 13,133 11,884 1,249 9.6% 177 1.4% 95% True False 85,797
80 13,213 11,884 1,329 10.2% 155 1.2% 89% False False 64,352
100 13,213 11,884 1,329 10.2% 141 1.1% 89% False False 51,484
120 13,213 11,884 1,329 10.2% 127 1.0% 89% False False 42,905
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 44
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,554
2.618 13,392
1.618 13,293
1.000 13,232
0.618 13,194
HIGH 13,133
0.618 13,095
0.500 13,084
0.382 13,072
LOW 13,034
0.618 12,973
1.000 12,935
1.618 12,874
2.618 12,775
4.250 12,613
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 13,084 13,020
PP 13,078 12,974
S1 13,073 12,927

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

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