mini-sized Dow ($5) Future March 2013


Trading Metrics calculated at close of trading on 30-Nov-2012
Day Change Summary
Previous Current
29-Nov-2012 30-Nov-2012 Change Change % Previous Week
Open 12,866 12,895 29 0.2% 12,842
High 12,969 12,984 15 0.1% 12,984
Low 12,866 12,895 29 0.2% 12,664
Close 12,946 12,933 -13 -0.1% 12,933
Range 103 89 -14 -13.6% 320
ATR 131 128 -3 -2.3% 0
Volume 387 194 -193 -49.9% 878
Daily Pivots for day following 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,204 13,158 12,982
R3 13,115 13,069 12,958
R2 13,026 13,026 12,949
R1 12,980 12,980 12,941 13,003
PP 12,937 12,937 12,937 12,949
S1 12,891 12,891 12,925 12,914
S2 12,848 12,848 12,917
S3 12,759 12,802 12,909
S4 12,670 12,713 12,884
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,820 13,697 13,109
R3 13,500 13,377 13,021
R2 13,180 13,180 12,992
R1 13,057 13,057 12,962 13,119
PP 12,860 12,860 12,860 12,891
S1 12,737 12,737 12,904 12,799
S2 12,540 12,540 12,874
S3 12,220 12,417 12,845
S4 11,900 12,097 12,757
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,984 12,664 320 2.5% 123 1.0% 84% True False 175
10 12,984 12,380 604 4.7% 126 1.0% 92% True False 133
20 13,150 12,380 770 6.0% 140 1.1% 72% False False 80
40 13,473 12,380 1,093 8.5% 108 0.8% 51% False False 43
60 13,486 12,380 1,106 8.6% 87 0.7% 50% False False 35
80 13,486 12,380 1,106 8.6% 71 0.5% 50% False False 27
100 13,486 12,310 1,176 9.1% 57 0.4% 53% False False 22
Crabel Price Patterns
NR True
NR4 True
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 28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,362
2.618 13,217
1.618 13,128
1.000 13,073
0.618 13,039
HIGH 12,984
0.618 12,950
0.500 12,940
0.382 12,929
LOW 12,895
0.618 12,840
1.000 12,806
1.618 12,751
2.618 12,662
4.250 12,517
Fisher Pivots for day following 30-Nov-2012
Pivot 1 day 3 day
R1 12,940 12,897
PP 12,937 12,860
S1 12,935 12,824

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

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