mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 13,444 13,510 66 0.5% 13,210
High 13,576 13,519 -57 -0.4% 13,576
Low 13,437 13,455 18 0.1% 13,118
Close 13,518 13,470 -48 -0.4% 13,518
Range 139 64 -75 -54.0% 458
ATR 129 124 -5 -3.6% 0
Volume 134,176 95,250 -38,926 -29.0% 189,239
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,673 13,636 13,505
R3 13,609 13,572 13,488
R2 13,545 13,545 13,482
R1 13,508 13,508 13,476 13,495
PP 13,481 13,481 13,481 13,475
S1 13,444 13,444 13,464 13,431
S2 13,417 13,417 13,458
S3 13,353 13,380 13,453
S4 13,289 13,316 13,435
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 14,778 14,606 13,770
R3 14,320 14,148 13,644
R2 13,862 13,862 13,602
R1 13,690 13,690 13,560 13,776
PP 13,404 13,404 13,404 13,447
S1 13,232 13,232 13,476 13,318
S2 12,946 12,946 13,434
S3 12,488 12,774 13,392
S4 12,030 12,316 13,266
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,576 13,118 458 3.4% 139 1.0% 77% False False 56,356
10 13,576 12,888 688 5.1% 133 1.0% 85% False False 28,933
20 13,576 12,888 688 5.1% 126 0.9% 85% False False 14,523
40 13,576 12,351 1,225 9.1% 120 0.9% 91% False False 7,279
60 13,576 12,323 1,253 9.3% 110 0.8% 92% False False 4,855
80 13,576 11,913 1,663 12.3% 97 0.7% 94% False False 3,642
100 13,576 11,913 1,663 12.3% 92 0.7% 94% False False 2,914
120 13,576 11,913 1,663 12.3% 80 0.6% 94% False False 2,429
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 13,791
2.618 13,687
1.618 13,623
1.000 13,583
0.618 13,559
HIGH 13,519
0.618 13,495
0.500 13,487
0.382 13,480
LOW 13,455
0.618 13,416
1.000 13,391
1.618 13,352
2.618 13,288
4.250 13,183
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 13,487 13,451
PP 13,481 13,431
S1 13,476 13,412

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

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