mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 14-Sep-2012
Day Change Summary
Previous Current
13-Sep-2012 14-Sep-2012 Change Change % Previous Week
Open 13,352 13,513 161 1.2% 13,285
High 13,575 13,651 76 0.6% 13,651
Low 13,324 13,510 186 1.4% 13,195
Close 13,520 13,592 72 0.5% 13,592
Range 251 141 -110 -43.8% 456
ATR 136 137 0 0.2% 0
Volume 144,285 76,027 -68,258 -47.3% 489,849
Daily Pivots for day following 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 14,007 13,941 13,670
R3 13,866 13,800 13,631
R2 13,725 13,725 13,618
R1 13,659 13,659 13,605 13,692
PP 13,584 13,584 13,584 13,601
S1 13,518 13,518 13,579 13,551
S2 13,443 13,443 13,566
S3 13,302 13,377 13,553
S4 13,161 13,236 13,515
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 14,847 14,676 13,843
R3 14,391 14,220 13,718
R2 13,935 13,935 13,676
R1 13,764 13,764 13,634 13,850
PP 13,479 13,479 13,479 13,522
S1 13,308 13,308 13,550 13,394
S2 13,023 13,023 13,509
S3 12,567 12,852 13,467
S4 12,111 12,396 13,341
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,651 13,195 456 3.4% 145 1.1% 87% True False 97,969
10 13,651 12,965 686 5.0% 146 1.1% 91% True False 112,877
20 13,651 12,965 686 5.0% 126 0.9% 91% True False 103,318
40 13,651 12,462 1,189 8.7% 142 1.0% 95% True False 106,495
60 13,651 12,376 1,275 9.4% 152 1.1% 95% True False 109,012
80 13,651 11,884 1,767 13.0% 161 1.2% 97% True False 98,697
100 13,651 11,884 1,767 13.0% 151 1.1% 97% True False 78,983
120 13,651 11,884 1,767 13.0% 139 1.0% 97% True False 65,821
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,250
2.618 14,020
1.618 13,879
1.000 13,792
0.618 13,738
HIGH 13,651
0.618 13,597
0.500 13,581
0.382 13,564
LOW 13,510
0.618 13,423
1.000 13,369
1.618 13,282
2.618 13,141
4.250 12,911
Fisher Pivots for day following 14-Sep-2012
Pivot 1 day 3 day
R1 13,588 13,551
PP 13,584 13,509
S1 13,581 13,468

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

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