mini-sized Dow ($5) Future June 2013

Trading Metrics calculated at close of trading on 16-Nov-2012

Day Change Summary
	Previous	Current
	15-Nov-2012	16-Nov-2012	Change	Change %	Previous Week
Open	12,354	12,360	6	0.0%	12,627
High	12,369	12,415	46	0.4%	12,627
Low	12,342	12,358	16	0.1%	12,342
Close	12,369	12,415	46	0.4%	12,415
Range	27	57	30	111.1%	285
ATR	91	88	-2	-2.7%	0
Volume	2	7	5	250.0%	25

Daily Pivots for day following 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,567	12,548	12,446
R3	12,510	12,491	12,431
R2	12,453	12,453	12,426
R1	12,434	12,434	12,420	12,444
PP	12,396	12,396	12,396	12,401
S1	12,377	12,377	12,410	12,387
S2	12,339	12,339	12,405
S3	12,282	12,320	12,399
S4	12,225	12,263	12,384

Weekly Pivots for week ending 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,316	13,151	12,572
R3	13,031	12,866	12,494
R2	12,746	12,746	12,467
R1	12,581	12,581	12,441	12,521
PP	12,461	12,461	12,461	12,432
S1	12,296	12,296	12,389	12,236
S2	12,176	12,176	12,363
S3	11,891	12,011	12,337
S4	11,606	11,726	12,258

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,627	12,342	285	2.3%	36	0.3%	26%	False	False	5
10	13,045	12,342	703	5.7%	68	0.5%	10%	False	False	16
20	13,134	12,342	792	6.4%	55	0.4%	9%	False	False	11

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	5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,657
2.618	12,564
1.618	12,507
1.000	12,472
0.618	12,450
HIGH	12,415
0.618	12,393
0.500	12,387
0.382	12,380
LOW	12,358
0.618	12,323
1.000	12,301
1.618	12,266
2.618	12,209
4.250	12,116

Fisher Pivots for day following 16-Nov-2012
Pivot	1 day	3 day
R1	12,406	12,404
PP	12,396	12,392
S1	12,387	12,381

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols