mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 13-Aug-2012
Day Change Summary
Previous Current
10-Aug-2012 13-Aug-2012 Change Change % Previous Week
Open 13,134 13,160 26 0.2% 13,064
High 13,175 13,183 8 0.1% 13,185
Low 13,051 13,073 22 0.2% 13,034
Close 13,172 13,137 -35 -0.3% 13,172
Range 124 110 -14 -11.3% 151
ATR 165 161 -4 -2.4% 0
Volume 88,439 89,320 881 1.0% 401,262
Daily Pivots for day following 13-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,461 13,409 13,198
R3 13,351 13,299 13,167
R2 13,241 13,241 13,157
R1 13,189 13,189 13,147 13,160
PP 13,131 13,131 13,131 13,117
S1 13,079 13,079 13,127 13,050
S2 13,021 13,021 13,117
S3 12,911 12,969 13,107
S4 12,801 12,859 13,077
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 13,046 139 1.1% 112 0.9% 65% False False 83,632
10 13,185 12,721 464 3.5% 149 1.1% 90% False False 97,580
20 13,185 12,462 723 5.5% 168 1.3% 93% False False 113,862
40 13,185 12,376 809 6.2% 170 1.3% 94% False False 115,514
60 13,185 11,884 1,301 9.9% 175 1.3% 96% False False 92,748
80 13,213 11,884 1,329 10.1% 156 1.2% 94% False False 69,579
100 13,213 11,884 1,329 10.1% 143 1.1% 94% False False 55,664
120 13,213 11,884 1,329 10.1% 129 1.0% 94% False False 46,390
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,651
2.618 13,471
1.618 13,361
1.000 13,293
0.618 13,251
HIGH 13,183
0.618 13,141
0.500 13,128
0.382 13,115
LOW 13,073
0.618 13,005
1.000 12,963
1.618 12,895
2.618 12,785
4.250 12,606
Fisher Pivots for day following 13-Aug-2012
Pivot 1 day 3 day
R1 13,134 13,131
PP 13,131 13,124
S1 13,128 13,118

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

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