mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 08-Aug-2012
Day Change Summary
Previous Current
07-Aug-2012 08-Aug-2012 Change Change % Previous Week
Open 13,065 13,117 52 0.4% 13,018
High 13,160 13,156 -4 0.0% 13,080
Low 13,048 13,046 -2 0.0% 12,721
Close 13,119 13,120 1 0.0% 13,055
Range 112 110 -2 -1.8% 359
ATR 178 173 -5 -2.7% 0
Volume 75,638 82,212 6,574 8.7% 589,905
Daily Pivots for day following 08-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,437 13,389 13,181
R3 13,327 13,279 13,150
R2 13,217 13,217 13,140
R1 13,169 13,169 13,130 13,193
PP 13,107 13,107 13,107 13,120
S1 13,059 13,059 13,110 13,083
S2 12,997 12,997 13,100
S3 12,887 12,949 13,090
S4 12,777 12,839 13,060
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 13,160 12,721 439 3.3% 180 1.4% 91% False False 100,221
10 13,160 12,584 576 4.4% 178 1.4% 93% False False 112,935
20 13,160 12,425 735 5.6% 174 1.3% 95% False False 117,489
40 13,160 12,376 784 6.0% 174 1.3% 95% False False 119,687
60 13,160 11,884 1,276 9.7% 177 1.3% 97% False False 88,423
80 13,213 11,884 1,329 10.1% 155 1.2% 93% False False 66,325
100 13,213 11,884 1,329 10.1% 142 1.1% 93% False False 53,061
120 13,213 11,884 1,329 10.1% 128 1.0% 93% False False 44,221
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,624
2.618 13,444
1.618 13,334
1.000 13,266
0.618 13,224
HIGH 13,156
0.618 13,114
0.500 13,101
0.382 13,088
LOW 13,046
0.618 12,978
1.000 12,936
1.618 12,868
2.618 12,758
4.250 12,579
Fisher Pivots for day following 08-Aug-2012
Pivot 1 day 3 day
R1 13,114 13,112
PP 13,107 13,105
S1 13,101 13,097

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

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