mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 19-Sep-2012
Day Change Summary
Previous Current
18-Sep-2012 19-Sep-2012 Change Change % Previous Week
Open 13,536 13,571 35 0.3% 13,285
High 13,583 13,632 49 0.4% 13,651
Low 13,501 13,557 56 0.4% 13,195
Close 13,570 13,570 0 0.0% 13,592
Range 82 75 -7 -8.5% 456
ATR 128 125 -4 -3.0% 0
Volume 32,808 27,829 -4,979 -15.2% 489,849
Daily Pivots for day following 19-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,811 13,766 13,611
R3 13,736 13,691 13,591
R2 13,661 13,661 13,584
R1 13,616 13,616 13,577 13,601
PP 13,586 13,586 13,586 13,579
S1 13,541 13,541 13,563 13,526
S2 13,511 13,511 13,556
S3 13,436 13,466 13,550
S4 13,361 13,391 13,529
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 13,324 327 2.4% 124 0.9% 75% False False 63,678
10 13,651 13,044 607 4.5% 126 0.9% 87% False False 82,932
20 13,651 12,965 686 5.1% 124 0.9% 88% False False 96,419
40 13,651 12,472 1,179 8.7% 134 1.0% 93% False False 98,804
60 13,651 12,376 1,275 9.4% 146 1.1% 94% False False 103,796
80 13,651 11,884 1,767 13.0% 158 1.2% 95% False False 99,919
100 13,651 11,884 1,767 13.0% 152 1.1% 95% False False 79,964
120 13,651 11,884 1,767 13.0% 139 1.0% 95% False False 66,638
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 18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,951
2.618 13,828
1.618 13,753
1.000 13,707
0.618 13,678
HIGH 13,632
0.618 13,603
0.500 13,595
0.382 13,586
LOW 13,557
0.618 13,511
1.000 13,482
1.618 13,436
2.618 13,361
4.250 13,238
Fisher Pivots for day following 19-Sep-2012
Pivot 1 day 3 day
R1 13,595 13,569
PP 13,586 13,568
S1 13,578 13,567

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

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