mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary
Previous Current
11-Oct-2012 12-Oct-2012 Change Change % Previous Week
Open 13,266 13,262 -4 0.0% 13,550
High 13,361 13,334 -27 -0.2% 13,550
Low 13,227 13,227 0 0.0% 13,227
Close 13,265 13,245 -20 -0.2% 13,245
Range 134 107 -27 -20.1% 323
ATR 124 123 -1 -1.0% 0
Volume 112,961 104,932 -8,029 -7.1% 556,589
Daily Pivots for day following 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 13,590 13,524 13,304
R3 13,483 13,417 13,275
R2 13,376 13,376 13,265
R1 13,310 13,310 13,255 13,290
PP 13,269 13,269 13,269 13,258
S1 13,203 13,203 13,235 13,183
S2 13,162 13,162 13,226
S3 13,055 13,096 13,216
S4 12,948 12,989 13,186
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 14,310 14,100 13,423
R3 13,987 13,777 13,334
R2 13,664 13,664 13,304
R1 13,454 13,454 13,275 13,398
PP 13,341 13,341 13,341 13,312
S1 13,131 13,131 13,216 13,075
S2 13,018 13,018 13,186
S3 12,695 12,808 13,156
S4 12,372 12,485 13,067
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,550 13,227 323 2.4% 125 0.9% 6% False True 111,317
10 13,599 13,227 372 2.8% 131 1.0% 5% False True 118,177
20 13,599 13,227 372 2.8% 116 0.9% 5% False True 115,386
40 13,599 12,888 711 5.4% 120 0.9% 50% False False 62,575
60 13,599 12,351 1,248 9.4% 119 0.9% 72% False False 41,727
80 13,599 12,323 1,276 9.6% 114 0.9% 72% False False 31,297
100 13,599 11,913 1,686 12.7% 102 0.8% 79% False False 25,038
120 13,599 11,913 1,686 12.7% 95 0.7% 79% False False 20,866
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 29
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,789
2.618 13,614
1.618 13,507
1.000 13,441
0.618 13,400
HIGH 13,334
0.618 13,293
0.500 13,281
0.382 13,268
LOW 13,227
0.618 13,161
1.000 13,120
1.618 13,054
2.618 12,947
4.250 12,772
Fisher Pivots for day following 12-Oct-2012
Pivot 1 day 3 day
R1 13,281 13,328
PP 13,269 13,300
S1 13,257 13,273

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

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