mini-sized Dow ($5) Future March 2013


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 12,842 12,859 17 0.1% 12,522
High 12,861 12,911 50 0.4% 12,899
Low 12,799 12,771 -28 -0.2% 12,512
Close 12,861 12,786 -75 -0.6% 12,877
Range 62 140 78 125.8% 387
ATR 126 127 1 0.8% 0
Volume 58 113 55 94.8% 382
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,243 13,154 12,863
R3 13,103 13,014 12,825
R2 12,963 12,963 12,812
R1 12,874 12,874 12,799 12,849
PP 12,823 12,823 12,823 12,810
S1 12,734 12,734 12,773 12,709
S2 12,683 12,683 12,760
S3 12,543 12,594 12,748
S4 12,403 12,454 12,709
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,924 13,787 13,090
R3 13,537 13,400 12,984
R2 13,150 13,150 12,948
R1 13,013 13,013 12,913 13,082
PP 12,763 12,763 12,763 12,797
S1 12,626 12,626 12,842 12,695
S2 12,376 12,376 12,806
S3 11,989 12,239 12,771
S4 11,602 11,852 12,664
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,911 12,617 294 2.3% 114 0.9% 57% True False 100
10 12,911 12,380 531 4.2% 136 1.1% 76% True False 69
20 13,150 12,380 770 6.0% 133 1.0% 53% False False 45
40 13,473 12,380 1,093 8.5% 102 0.8% 37% False False 27
60 13,486 12,380 1,106 8.7% 85 0.7% 37% False False 24
80 13,486 12,380 1,106 8.7% 65 0.5% 37% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,506
2.618 13,278
1.618 13,138
1.000 13,051
0.618 12,998
HIGH 12,911
0.618 12,858
0.500 12,841
0.382 12,825
LOW 12,771
0.618 12,685
1.000 12,631
1.618 12,545
2.618 12,405
4.250 12,176
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 12,841 12,817
PP 12,823 12,806
S1 12,804 12,796

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

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