mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 18-Sep-2012
Day Change Summary
Previous Current
17-Sep-2012 18-Sep-2012 Change Change % Previous Week
Open 13,590 13,536 -54 -0.4% 13,285
High 13,594 13,583 -11 -0.1% 13,651
Low 13,526 13,501 -25 -0.2% 13,195
Close 13,541 13,570 29 0.2% 13,592
Range 68 82 14 20.6% 456
ATR 132 128 -4 -2.7% 0
Volume 37,445 32,808 -4,637 -12.4% 489,849
Daily Pivots for day following 18-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,797 13,766 13,615
R3 13,715 13,684 13,593
R2 13,633 13,633 13,585
R1 13,602 13,602 13,578 13,618
PP 13,551 13,551 13,551 13,559
S1 13,520 13,520 13,563 13,536
S2 13,469 13,469 13,555
S3 13,387 13,438 13,548
S4 13,305 13,356 13,525
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 13,284 367 2.7% 127 0.9% 78% False False 79,390
10 13,651 12,982 669 4.9% 129 0.9% 88% False False 90,592
20 13,651 12,965 686 5.1% 128 0.9% 88% False False 100,220
40 13,651 12,462 1,189 8.8% 137 1.0% 93% False False 101,647
60 13,651 12,376 1,275 9.4% 147 1.1% 94% False False 105,338
80 13,651 11,884 1,767 13.0% 159 1.2% 95% False False 99,572
100 13,651 11,884 1,767 13.0% 152 1.1% 95% False False 79,686
120 13,651 11,884 1,767 13.0% 139 1.0% 95% False False 66,406
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,932
2.618 13,798
1.618 13,716
1.000 13,665
0.618 13,634
HIGH 13,583
0.618 13,552
0.500 13,542
0.382 13,532
LOW 13,501
0.618 13,450
1.000 13,419
1.618 13,368
2.618 13,286
4.250 13,153
Fisher Pivots for day following 18-Sep-2012
Pivot 1 day 3 day
R1 13,561 13,576
PP 13,551 13,574
S1 13,542 13,572

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

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