mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 12,973 13,077 104 0.8% 13,251
High 13,066 13,124 58 0.4% 13,316
Low 12,926 12,987 61 0.5% 12,937
Close 13,054 13,030 -24 -0.2% 13,054
Range 140 137 -3 -2.1% 379
ATR 137 137 0 0.0% 0
Volume 16,858 111,943 95,085 564.0% 681,562
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 13,458 13,381 13,105
R3 13,321 13,244 13,068
R2 13,184 13,184 13,055
R1 13,107 13,107 13,043 13,077
PP 13,047 13,047 13,047 13,032
S1 12,970 12,970 13,018 12,940
S2 12,910 12,910 13,005
S3 12,773 12,833 12,992
S4 12,636 12,696 12,955
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 13,124 12,926 198 1.5% 135 1.0% 53% True False 79,572
10 13,530 12,926 604 4.6% 153 1.2% 17% False False 110,780
20 13,599 12,926 673 5.2% 137 1.0% 15% False False 111,016
40 13,599 12,926 673 5.2% 131 1.0% 15% False False 98,543
60 13,599 12,888 711 5.5% 120 0.9% 20% False False 65,740
80 13,599 12,351 1,248 9.6% 123 0.9% 54% False False 49,310
100 13,599 12,323 1,276 9.8% 114 0.9% 55% False False 39,449
120 13,599 11,913 1,686 12.9% 105 0.8% 66% False False 32,874
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 False
Bull Hook True
Stretch 34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,706
2.618 13,483
1.618 13,346
1.000 13,261
0.618 13,209
HIGH 13,124
0.618 13,072
0.500 13,056
0.382 13,039
LOW 12,987
0.618 12,902
1.000 12,850
1.618 12,765
2.618 12,628
4.250 12,405
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 13,056 13,028
PP 13,047 13,027
S1 13,039 13,025

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

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