mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 11-Sep-2012
Day Change Summary
Previous Current
10-Sep-2012 11-Sep-2012 Change Change % Previous Week
Open 13,285 13,232 -53 -0.4% 13,062
High 13,318 13,349 31 0.2% 13,324
Low 13,231 13,195 -36 -0.3% 12,965
Close 13,237 13,293 56 0.4% 13,296
Range 87 154 67 77.0% 359
ATR 129 130 2 1.4% 0
Volume 72,331 90,819 18,488 25.6% 480,060
Daily Pivots for day following 11-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,741 13,671 13,378
R3 13,587 13,517 13,335
R2 13,433 13,433 13,321
R1 13,363 13,363 13,307 13,398
PP 13,279 13,279 13,279 13,297
S1 13,209 13,209 13,279 13,244
S2 13,125 13,125 13,265
S3 12,971 13,055 13,251
S4 12,817 12,901 13,208
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 14,272 14,143 13,494
R3 13,913 13,784 13,395
R2 13,554 13,554 13,362
R1 13,425 13,425 13,329 13,490
PP 13,195 13,195 13,195 13,227
S1 13,066 13,066 13,263 13,131
S2 12,836 12,836 13,230
S3 12,477 12,707 13,197
S4 12,118 12,348 13,099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,349 12,982 367 2.8% 130 1.0% 85% True False 101,793
10 13,349 12,965 384 2.9% 124 0.9% 85% True False 107,899
20 13,349 12,965 384 2.9% 116 0.9% 85% True False 100,269
40 13,349 12,462 887 6.7% 142 1.1% 94% True False 107,065
60 13,349 12,376 973 7.3% 152 1.1% 94% True False 110,432
80 13,349 11,884 1,465 11.0% 160 1.2% 96% True False 94,628
100 13,349 11,884 1,465 11.0% 148 1.1% 96% True False 75,717
120 13,349 11,884 1,465 11.0% 138 1.0% 96% True False 63,098
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,004
2.618 13,752
1.618 13,598
1.000 13,503
0.618 13,444
HIGH 13,349
0.618 13,290
0.500 13,272
0.382 13,254
LOW 13,195
0.618 13,100
1.000 13,041
1.618 12,946
2.618 12,792
4.250 12,541
Fisher Pivots for day following 11-Sep-2012
Pivot 1 day 3 day
R1 13,286 13,286
PP 13,279 13,279
S1 13,272 13,272

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

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