mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 13,137 13,228 91 0.7% 13,160
High 13,246 13,256 10 0.1% 13,256
Low 13,120 13,213 93 0.7% 13,073
Close 13,225 13,247 22 0.2% 13,247
Range 126 43 -83 -65.9% 183
ATR 148 141 -8 -5.1% 0
Volume 96,188 63,238 -32,950 -34.3% 418,283
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,368 13,350 13,271
R3 13,325 13,307 13,259
R2 13,282 13,282 13,255
R1 13,264 13,264 13,251 13,273
PP 13,239 13,239 13,239 13,243
S1 13,221 13,221 13,243 13,230
S2 13,196 13,196 13,239
S3 13,153 13,178 13,235
S4 13,110 13,135 13,223
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,741 13,677 13,348
R3 13,558 13,494 13,297
R2 13,375 13,375 13,281
R1 13,311 13,311 13,264 13,343
PP 13,192 13,192 13,192 13,208
S1 13,128 13,128 13,230 13,160
S2 13,009 13,009 13,214
S3 12,826 12,945 13,197
S4 12,643 12,762 13,146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,256 13,073 183 1.4% 88 0.7% 95% True False 83,656
10 13,256 13,034 222 1.7% 99 0.7% 96% True False 81,954
20 13,256 12,462 794 6.0% 155 1.2% 99% True False 106,883
40 13,256 12,376 880 6.6% 159 1.2% 99% True False 109,136
60 13,256 11,884 1,372 10.4% 170 1.3% 99% True False 98,207
80 13,256 11,884 1,372 10.4% 158 1.2% 99% True False 73,690
100 13,256 11,884 1,372 10.4% 141 1.1% 99% True False 58,953
120 13,256 11,884 1,372 10.4% 130 1.0% 99% True False 49,131
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 28
Narrowest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 13,439
2.618 13,369
1.618 13,326
1.000 13,299
0.618 13,283
HIGH 13,256
0.618 13,240
0.500 13,235
0.382 13,230
LOW 13,213
0.618 13,187
1.000 13,170
1.618 13,144
2.618 13,101
4.250 13,030
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 13,243 13,224
PP 13,239 13,201
S1 13,235 13,178

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

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