mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 05-Jul-2012
Day Change Summary
Previous Current
03-Jul-2012 05-Jul-2012 Change Change % Previous Week
Open 12,690 12,763 73 0.6% 12,362
High 12,800 12,763 -37 -0.3% 12,739
Low 12,690 12,763 73 0.6% 12,323
Close 12,798 12,763 -35 -0.3% 12,739
Range 110 0 -110 -100.0% 416
ATR 130 124 -7 -5.2% 0
Volume 2 16 14 700.0% 11
Daily Pivots for day following 05-Jul-2012
Classic Woodie Camarilla DeMark
R4 12,763 12,763 12,763
R3 12,763 12,763 12,763
R2 12,763 12,763 12,763
R1 12,763 12,763 12,763 12,763
PP 12,763 12,763 12,763 12,763
S1 12,763 12,763 12,763 12,763
S2 12,763 12,763 12,763
S3 12,763 12,763 12,763
S4 12,763 12,763 12,763
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,848 13,710 12,968
R3 13,432 13,294 12,854
R2 13,016 13,016 12,815
R1 12,878 12,878 12,777 12,947
PP 12,600 12,600 12,600 12,635
S1 12,462 12,462 12,701 12,531
S2 12,184 12,184 12,663
S3 11,768 12,046 12,625
S4 11,352 11,630 12,510
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,800 12,323 477 3.7% 84 0.7% 92% False False 6
10 12,800 12,323 477 3.7% 76 0.6% 92% False False 5
20 12,800 12,235 565 4.4% 73 0.6% 93% False False 5
40 12,800 11,913 887 6.9% 66 0.5% 96% False False 3
60 13,108 11,913 1,195 9.4% 55 0.4% 71% False False 3
80 13,109 11,913 1,196 9.4% 46 0.4% 71% False False 5
100 13,109 11,913 1,196 9.4% 41 0.3% 71% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 12,763
2.618 12,763
1.618 12,763
1.000 12,763
0.618 12,763
HIGH 12,763
0.618 12,763
0.500 12,763
0.382 12,763
LOW 12,763
0.618 12,763
1.000 12,763
1.618 12,763
2.618 12,763
4.250 12,763
Fisher Pivots for day following 05-Jul-2012
Pivot 1 day 3 day
R1 12,763 12,757
PP 12,763 12,751
S1 12,763 12,745

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

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