mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 29-Oct-2012
Day Change Summary
Previous Current
26-Oct-2012 29-Oct-2012 Change Change % Previous Week
Open 13,066 13,048 -18 -0.1% 13,251
High 13,087 13,054 -33 -0.3% 13,316
Low 12,937 12,954 17 0.1% 12,937
Close 13,054 13,054 0 0.0% 13,054
Range 150 100 -50 -33.3% 379
ATR 139 136 -3 -2.0% 0
Volume 128,805 15,323 -113,482 -88.1% 681,562
Daily Pivots for day following 29-Oct-2012
Classic Woodie Camarilla DeMark
R4 13,321 13,287 13,109
R3 13,221 13,187 13,082
R2 13,121 13,121 13,072
R1 13,087 13,087 13,063 13,104
PP 13,021 13,021 13,021 13,029
S1 12,987 12,987 13,045 13,004
S2 12,921 12,921 13,036
S3 12,821 12,887 13,027
S4 12,721 12,787 12,999
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 14,239 14,026 13,263
R3 13,860 13,647 13,158
R2 13,481 13,481 13,124
R1 13,268 13,268 13,089 13,185
PP 13,102 13,102 13,102 13,061
S1 12,889 12,889 13,019 12,806
S2 12,723 12,723 12,985
S3 12,344 12,510 12,950
S4 11,965 12,131 12,846
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,316 12,937 379 2.9% 158 1.2% 31% False False 114,707
10 13,530 12,937 593 4.5% 146 1.1% 20% False False 120,461
20 13,599 12,937 662 5.1% 136 1.0% 18% False False 117,323
40 13,599 12,888 711 5.4% 130 1.0% 23% False False 95,351
60 13,599 12,888 711 5.4% 118 0.9% 23% False False 63,594
80 13,599 12,351 1,248 9.6% 123 0.9% 56% False False 47,700
100 13,599 12,235 1,364 10.4% 114 0.9% 60% False False 38,161
120 13,599 11,913 1,686 12.9% 103 0.8% 68% False False 31,801
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,479
2.618 13,316
1.618 13,216
1.000 13,154
0.618 13,116
HIGH 13,054
0.618 13,016
0.500 13,004
0.382 12,992
LOW 12,954
0.618 12,892
1.000 12,854
1.618 12,792
2.618 12,692
4.250 12,529
Fisher Pivots for day following 29-Oct-2012
Pivot 1 day 3 day
R1 13,037 13,045
PP 13,021 13,037
S1 13,004 13,028

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

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