mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 06-Sep-2012
Day Change Summary
Previous Current
05-Sep-2012 06-Sep-2012 Change Change % Previous Week
Open 13,051 13,051 0 0.0% 13,159
High 13,086 13,288 202 1.5% 13,186
Low 12,982 13,044 62 0.5% 12,966
Close 13,050 13,275 225 1.7% 13,079
Range 104 244 140 134.6% 220
ATR 129 137 8 6.4% 0
Volume 104,430 139,593 35,163 33.7% 510,771
Daily Pivots for day following 06-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,934 13,849 13,409
R3 13,690 13,605 13,342
R2 13,446 13,446 13,320
R1 13,361 13,361 13,297 13,404
PP 13,202 13,202 13,202 13,224
S1 13,117 13,117 13,253 13,160
S2 12,958 12,958 13,230
S3 12,714 12,873 13,208
S4 12,470 12,629 13,141
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,737 13,628 13,200
R3 13,517 13,408 13,140
R2 13,297 13,297 13,119
R1 13,188 13,188 13,099 13,133
PP 13,077 13,077 13,077 13,049
S1 12,968 12,968 13,059 12,913
S2 12,857 12,857 13,039
S3 12,637 12,748 13,019
S4 12,417 12,528 12,958
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,288 12,965 323 2.4% 160 1.2% 96% True False 128,114
10 13,288 12,965 323 2.4% 136 1.0% 96% True False 110,894
20 13,308 12,965 343 2.6% 117 0.9% 90% False False 100,037
40 13,308 12,425 883 6.7% 146 1.1% 96% False False 108,763
60 13,308 12,376 932 7.0% 155 1.2% 96% False False 113,137
80 13,308 11,884 1,424 10.7% 162 1.2% 98% False False 91,326
100 13,308 11,884 1,424 10.7% 147 1.1% 98% False False 73,067
120 13,308 11,884 1,424 10.7% 138 1.0% 98% False False 60,891
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 14,325
2.618 13,927
1.618 13,683
1.000 13,532
0.618 13,439
HIGH 13,288
0.618 13,195
0.500 13,166
0.382 13,137
LOW 13,044
0.618 12,893
1.000 12,800
1.618 12,649
2.618 12,405
4.250 12,007
Fisher Pivots for day following 06-Sep-2012
Pivot 1 day 3 day
R1 13,239 13,226
PP 13,202 13,176
S1 13,166 13,127

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

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