mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 23-Oct-2012
Day Change Summary
Previous Current
22-Oct-2012 23-Oct-2012 Change Change % Previous Week
Open 13,251 13,293 42 0.3% 13,255
High 13,308 13,316 8 0.1% 13,530
Low 13,174 13,021 -153 -1.2% 13,208
Close 13,292 13,041 -251 -1.9% 13,252
Range 134 295 161 120.1% 322
ATR 129 141 12 9.2% 0
Volume 123,349 179,734 56,385 45.7% 615,384
Daily Pivots for day following 23-Oct-2012
Classic Woodie Camarilla DeMark
R4 14,011 13,821 13,203
R3 13,716 13,526 13,122
R2 13,421 13,421 13,095
R1 13,231 13,231 13,068 13,179
PP 13,126 13,126 13,126 13,100
S1 12,936 12,936 13,014 12,884
S2 12,831 12,831 12,987
S3 12,536 12,641 12,960
S4 12,241 12,346 12,879
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 14,296 14,096 13,429
R3 13,974 13,774 13,341
R2 13,652 13,652 13,311
R1 13,452 13,452 13,282 13,391
PP 13,330 13,330 13,330 13,300
S1 13,130 13,130 13,223 13,069
S2 13,008 13,008 13,193
S3 12,686 12,808 13,164
S4 12,364 12,486 13,075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,530 13,021 509 3.9% 166 1.3% 4% False True 139,207
10 13,530 13,021 509 3.9% 154 1.2% 4% False True 126,911
20 13,599 13,021 578 4.4% 139 1.1% 3% False True 124,589
40 13,599 12,888 711 5.5% 129 1.0% 22% False False 85,525
60 13,599 12,666 933 7.2% 120 0.9% 40% False False 57,032
80 13,599 12,351 1,248 9.6% 120 0.9% 55% False False 42,778
100 13,599 11,913 1,686 12.9% 110 0.8% 67% False False 34,223
120 13,599 11,913 1,686 12.9% 103 0.8% 67% False False 28,519
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Widest range in 186 trading days
Fibonacci Retracements and Extensions
4.250 14,570
2.618 14,088
1.618 13,793
1.000 13,611
0.618 13,498
HIGH 13,316
0.618 13,203
0.500 13,169
0.382 13,134
LOW 13,021
0.618 12,839
1.000 12,726
1.618 12,544
2.618 12,249
4.250 11,767
Fisher Pivots for day following 23-Oct-2012
Pivot 1 day 3 day
R1 13,169 13,260
PP 13,126 13,187
S1 13,084 13,114

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

View Archives - Comment on this page... - Back to Index of Symbols