mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 15-Oct-2012
Day Change Summary
Previous Current
12-Oct-2012 15-Oct-2012 Change Change % Previous Week
Open 13,262 13,255 -7 -0.1% 13,550
High 13,334 13,369 35 0.3% 13,550
Low 13,227 13,208 -19 -0.1% 13,227
Close 13,245 13,359 114 0.9% 13,245
Range 107 161 54 50.5% 323
ATR 123 126 3 2.2% 0
Volume 104,932 107,657 2,725 2.6% 556,589
Daily Pivots for day following 15-Oct-2012
Classic Woodie Camarilla DeMark
R4 13,795 13,738 13,448
R3 13,634 13,577 13,403
R2 13,473 13,473 13,389
R1 13,416 13,416 13,374 13,445
PP 13,312 13,312 13,312 13,326
S1 13,255 13,255 13,344 13,284
S2 13,151 13,151 13,330
S3 12,990 13,094 13,315
S4 12,829 12,933 13,271
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 13,545 13,208 337 2.5% 143 1.1% 45% False True 119,166
10 13,599 13,208 391 2.9% 126 0.9% 39% False True 114,186
20 13,599 13,208 391 2.9% 121 0.9% 39% False True 116,006
40 13,599 12,888 711 5.3% 123 0.9% 66% False False 65,265
60 13,599 12,351 1,248 9.3% 120 0.9% 81% False False 43,521
80 13,599 12,323 1,276 9.6% 113 0.8% 81% False False 32,643
100 13,599 11,913 1,686 12.6% 102 0.8% 86% False False 26,115
120 13,599 11,913 1,686 12.6% 97 0.7% 86% False False 21,763
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 30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,053
2.618 13,791
1.618 13,630
1.000 13,530
0.618 13,469
HIGH 13,369
0.618 13,308
0.500 13,289
0.382 13,270
LOW 13,208
0.618 13,109
1.000 13,047
1.618 12,948
2.618 12,787
4.250 12,524
Fisher Pivots for day following 15-Oct-2012
Pivot 1 day 3 day
R1 13,336 13,336
PP 13,312 13,312
S1 13,289 13,289

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

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