mini-sized Dow ($5) Future March 2013


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 12,642 12,625 -17 -0.1% 12,721
High 12,690 12,741 51 0.4% 12,770
Low 12,617 12,623 6 0.0% 12,380
Close 12,684 12,725 41 0.3% 12,495
Range 73 118 45 61.6% 390
ATR 126 126 -1 -0.5% 0
Volume 101 149 48 47.5% 166
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,050 13,006 12,790
R3 12,932 12,888 12,758
R2 12,814 12,814 12,747
R1 12,770 12,770 12,736 12,792
PP 12,696 12,696 12,696 12,708
S1 12,652 12,652 12,714 12,674
S2 12,578 12,578 12,703
S3 12,460 12,534 12,693
S4 12,342 12,416 12,660
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,718 13,497 12,710
R3 13,328 13,107 12,602
R2 12,938 12,938 12,567
R1 12,717 12,717 12,531 12,633
PP 12,548 12,548 12,548 12,506
S1 12,327 12,327 12,459 12,243
S2 12,158 12,158 12,424
S3 11,768 11,937 12,388
S4 11,378 11,547 12,281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,741 12,380 361 2.8% 115 0.9% 96% True False 80
10 12,845 12,380 465 3.7% 132 1.0% 74% False False 57
20 13,150 12,380 770 6.1% 126 1.0% 45% False False 34
40 13,473 12,380 1,093 8.6% 100 0.8% 32% False False 23
60 13,486 12,380 1,106 8.7% 79 0.6% 31% False False 20
80 13,486 12,380 1,106 8.7% 61 0.5% 31% False False 15
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 29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,243
2.618 13,050
1.618 12,932
1.000 12,859
0.618 12,814
HIGH 12,741
0.618 12,696
0.500 12,682
0.382 12,668
LOW 12,623
0.618 12,550
1.000 12,505
1.618 12,432
2.618 12,314
4.250 12,122
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 12,711 12,692
PP 12,696 12,659
S1 12,682 12,627

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

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