mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 24-Aug-2012
Day Change Summary
Previous Current
23-Aug-2012 24-Aug-2012 Change Change % Previous Week
Open 13,137 12,937 -200 -1.5% 13,177
High 13,137 13,078 -59 -0.4% 13,220
Low 12,947 12,920 -27 -0.2% 12,920
Close 12,959 13,074 115 0.9% 13,074
Range 190 158 -32 -16.8% 300
ATR 114 117 3 2.7% 0
Volume 45 68 23 51.1% 287
Daily Pivots for day following 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,498 13,444 13,161
R3 13,340 13,286 13,118
R2 13,182 13,182 13,103
R1 13,128 13,128 13,089 13,155
PP 13,024 13,024 13,024 13,038
S1 12,970 12,970 13,060 12,997
S2 12,866 12,866 13,045
S3 12,708 12,812 13,031
S4 12,550 12,654 12,987
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 13,971 13,823 13,239
R3 13,671 13,523 13,157
R2 13,371 13,371 13,129
R1 13,223 13,223 13,102 13,147
PP 13,071 13,071 13,071 13,034
S1 12,923 12,923 13,047 12,847
S2 12,771 12,771 13,019
S3 12,471 12,623 12,992
S4 12,171 12,323 12,909
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,220 12,920 300 2.3% 129 1.0% 51% False True 57
10 13,220 12,920 300 2.3% 94 0.7% 51% False True 55
20 13,220 12,666 554 4.2% 100 0.8% 74% False False 41
40 13,220 12,351 869 6.6% 112 0.9% 83% False False 28
60 13,220 11,913 1,307 10.0% 97 0.7% 89% False False 20
80 13,220 11,913 1,307 10.0% 88 0.7% 89% False False 15
100 13,220 11,913 1,307 10.0% 76 0.6% 89% False False 13
120 13,220 11,913 1,307 10.0% 66 0.5% 89% False False 12
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 True
Bull Hook False
Stretch 16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,750
2.618 13,492
1.618 13,334
1.000 13,236
0.618 13,176
HIGH 13,078
0.618 13,018
0.500 12,999
0.382 12,980
LOW 12,920
0.618 12,822
1.000 12,762
1.618 12,664
2.618 12,506
4.250 12,249
Fisher Pivots for day following 24-Aug-2012
Pivot 1 day 3 day
R1 13,049 13,059
PP 13,024 13,044
S1 12,999 13,029

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

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