mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 28-Sep-2012
Day Change Summary
Previous Current
27-Sep-2012 28-Sep-2012 Change Change % Previous Week
Open 13,347 13,412 65 0.5% 13,490
High 13,453 13,433 -20 -0.1% 13,548
Low 13,343 13,293 -50 -0.4% 13,293
Close 13,414 13,355 -59 -0.4% 13,355
Range 110 140 30 27.3% 255
ATR 115 117 2 1.6% 0
Volume 123,345 146,311 22,966 18.6% 612,916
Daily Pivots for day following 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 13,780 13,708 13,432
R3 13,640 13,568 13,394
R2 13,500 13,500 13,381
R1 13,428 13,428 13,368 13,394
PP 13,360 13,360 13,360 13,344
S1 13,288 13,288 13,342 13,254
S2 13,220 13,220 13,329
S3 13,080 13,148 13,317
S4 12,940 13,008 13,278
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 14,164 14,014 13,495
R3 13,909 13,759 13,425
R2 13,654 13,654 13,402
R1 13,504 13,504 13,379 13,452
PP 13,399 13,399 13,399 13,372
S1 13,249 13,249 13,332 13,197
S2 13,144 13,144 13,308
S3 12,889 12,994 13,285
S4 12,634 12,739 13,215
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,548 13,293 255 1.9% 120 0.9% 24% False True 122,583
10 13,588 13,293 295 2.2% 102 0.8% 21% False True 112,595
20 13,588 12,888 700 5.2% 123 0.9% 67% False False 66,024
40 13,588 12,770 818 6.1% 110 0.8% 72% False False 33,041
60 13,588 12,351 1,237 9.3% 117 0.9% 81% False False 22,033
80 13,588 12,235 1,353 10.1% 106 0.8% 83% False False 16,526
100 13,588 11,913 1,675 12.5% 97 0.7% 86% False False 13,221
120 13,588 11,913 1,675 12.5% 86 0.6% 86% False False 11,018
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 26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,028
2.618 13,800
1.618 13,660
1.000 13,573
0.618 13,520
HIGH 13,433
0.618 13,380
0.500 13,363
0.382 13,347
LOW 13,293
0.618 13,207
1.000 13,153
1.618 13,067
2.618 12,927
4.250 12,698
Fisher Pivots for day following 28-Sep-2012
Pivot 1 day 3 day
R1 13,363 13,373
PP 13,360 13,367
S1 13,358 13,361

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

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