mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 11-Oct-2012
Day Change Summary
Previous Current
10-Oct-2012 11-Oct-2012 Change Change % Previous Week
Open 13,420 13,266 -154 -1.1% 13,349
High 13,428 13,361 -67 -0.5% 13,599
Low 13,260 13,227 -33 -0.2% 13,313
Close 13,268 13,265 -3 0.0% 13,536
Range 168 134 -34 -20.2% 286
ATR 123 124 1 0.6% 0
Volume 132,756 112,961 -19,795 -14.9% 625,183
Daily Pivots for day following 11-Oct-2012
Classic Woodie Camarilla DeMark
R4 13,686 13,610 13,339
R3 13,552 13,476 13,302
R2 13,418 13,418 13,290
R1 13,342 13,342 13,277 13,313
PP 13,284 13,284 13,284 13,270
S1 13,208 13,208 13,253 13,179
S2 13,150 13,150 13,241
S3 13,016 13,074 13,228
S4 12,882 12,940 13,191
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 14,341 14,224 13,693
R3 14,055 13,938 13,615
R2 13,769 13,769 13,589
R1 13,652 13,652 13,562 13,711
PP 13,483 13,483 13,483 13,512
S1 13,366 13,366 13,510 13,425
S2 13,197 13,197 13,484
S3 12,911 13,080 13,457
S4 12,625 12,794 13,379
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,599 13,227 372 2.8% 126 0.9% 10% False True 112,362
10 13,599 13,227 372 2.8% 134 1.0% 10% False True 122,315
20 13,599 13,227 372 2.8% 118 0.9% 10% False True 116,848
40 13,599 12,888 711 5.4% 119 0.9% 53% False False 59,952
60 13,599 12,351 1,248 9.4% 118 0.9% 73% False False 39,978
80 13,599 12,323 1,276 9.6% 113 0.9% 74% False False 29,986
100 13,599 11,913 1,686 12.7% 102 0.8% 80% False False 23,989
120 13,599 11,913 1,686 12.7% 94 0.7% 80% False False 19,991
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 27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,931
2.618 13,712
1.618 13,578
1.000 13,495
0.618 13,444
HIGH 13,361
0.618 13,310
0.500 13,294
0.382 13,278
LOW 13,227
0.618 13,144
1.000 13,093
1.618 13,010
2.618 12,876
4.250 12,658
Fisher Pivots for day following 11-Oct-2012
Pivot 1 day 3 day
R1 13,294 13,386
PP 13,284 13,346
S1 13,275 13,305

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

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