mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 29-Nov-2012
Day Change Summary
Previous Current
28-Nov-2012 29-Nov-2012 Change Change % Previous Week
Open 12,867 12,961 94 0.7% 12,579
High 12,967 13,049 82 0.6% 12,982
Low 12,740 12,939 199 1.6% 12,573
Close 12,957 13,021 64 0.5% 12,961
Range 227 110 -117 -51.5% 409
ATR 161 157 -4 -2.3% 0
Volume 171,456 136,755 -34,701 -20.2% 393,473
Daily Pivots for day following 29-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,333 13,287 13,082
R3 13,223 13,177 13,051
R2 13,113 13,113 13,041
R1 13,067 13,067 13,031 13,090
PP 13,003 13,003 13,003 13,015
S1 12,957 12,957 13,011 12,980
S2 12,893 12,893 13,001
S3 12,783 12,847 12,991
S4 12,673 12,737 12,961
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 14,066 13,922 13,186
R3 13,657 13,513 13,074
R2 13,248 13,248 13,036
R1 13,104 13,104 12,999 13,176
PP 12,839 12,839 12,839 12,875
S1 12,695 12,695 12,924 12,767
S2 12,430 12,430 12,886
S3 12,021 12,286 12,849
S4 11,612 11,877 12,736
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,049 12,740 309 2.4% 145 1.1% 91% True False 117,186
10 13,049 12,435 614 4.7% 140 1.1% 95% True False 123,819
20 13,251 12,435 816 6.3% 175 1.3% 72% False False 131,514
40 13,599 12,435 1,164 8.9% 156 1.2% 50% False False 121,265
60 13,599 12,435 1,164 8.9% 146 1.1% 50% False False 109,533
80 13,599 12,435 1,164 8.9% 134 1.0% 50% False False 82,183
100 13,599 12,351 1,248 9.6% 134 1.0% 54% False False 65,750
120 13,599 12,323 1,276 9.8% 124 1.0% 55% False False 54,793
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 False
Stretch 37
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,517
2.618 13,337
1.618 13,227
1.000 13,159
0.618 13,117
HIGH 13,049
0.618 13,007
0.500 12,994
0.382 12,981
LOW 12,939
0.618 12,871
1.000 12,829
1.618 12,761
2.618 12,651
4.250 12,472
Fisher Pivots for day following 29-Nov-2012
Pivot 1 day 3 day
R1 13,012 12,979
PP 13,003 12,937
S1 12,994 12,895

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

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