mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 10-Aug-2012
Day Change Summary
Previous Current
09-Aug-2012 10-Aug-2012 Change Change % Previous Week
Open 13,123 13,134 11 0.1% 13,064
High 13,185 13,175 -10 -0.1% 13,185
Low 13,082 13,051 -31 -0.2% 13,034
Close 13,138 13,172 34 0.3% 13,172
Range 103 124 21 20.4% 151
ATR 168 165 -3 -1.9% 0
Volume 82,555 88,439 5,884 7.1% 401,262
Daily Pivots for day following 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,505 13,462 13,240
R3 13,381 13,338 13,206
R2 13,257 13,257 13,195
R1 13,214 13,214 13,183 13,236
PP 13,133 13,133 13,133 13,143
S1 13,090 13,090 13,161 13,112
S2 13,009 13,009 13,149
S3 12,885 12,966 13,138
S4 12,761 12,842 13,104
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,583 13,529 13,255
R3 13,432 13,378 13,214
R2 13,281 13,281 13,200
R1 13,227 13,227 13,186 13,254
PP 13,130 13,130 13,130 13,144
S1 13,076 13,076 13,158 13,103
S2 12,979 12,979 13,144
S3 12,828 12,925 13,131
S4 12,677 12,774 13,089
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,185 13,034 151 1.1% 110 0.8% 91% False False 80,252
10 13,185 12,721 464 3.5% 147 1.1% 97% False False 99,116
20 13,185 12,462 723 5.5% 168 1.3% 98% False False 113,897
40 13,185 12,376 809 6.1% 171 1.3% 98% False False 115,845
60 13,185 11,884 1,301 9.9% 176 1.3% 99% False False 91,262
80 13,213 11,884 1,329 10.1% 156 1.2% 97% False False 68,462
100 13,213 11,884 1,329 10.1% 143 1.1% 97% False False 54,771
120 13,213 11,884 1,329 10.1% 129 1.0% 97% False False 45,646
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 43
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,702
2.618 13,500
1.618 13,376
1.000 13,299
0.618 13,252
HIGH 13,175
0.618 13,128
0.500 13,113
0.382 13,098
LOW 13,051
0.618 12,974
1.000 12,927
1.618 12,850
2.618 12,726
4.250 12,524
Fisher Pivots for day following 10-Aug-2012
Pivot 1 day 3 day
R1 13,152 13,153
PP 13,133 13,134
S1 13,113 13,116

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

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