mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 16-Oct-2012
Day Change Summary
Previous Current
15-Oct-2012 16-Oct-2012 Change Change % Previous Week
Open 13,255 13,356 101 0.8% 13,550
High 13,369 13,487 118 0.9% 13,550
Low 13,208 13,347 139 1.1% 13,227
Close 13,359 13,453 94 0.7% 13,245
Range 161 140 -21 -13.0% 323
ATR 126 127 1 0.8% 0
Volume 107,657 114,773 7,116 6.6% 556,589
Daily Pivots for day following 16-Oct-2012
Classic Woodie Camarilla DeMark
R4 13,849 13,791 13,530
R3 13,709 13,651 13,492
R2 13,569 13,569 13,479
R1 13,511 13,511 13,466 13,540
PP 13,429 13,429 13,429 13,444
S1 13,371 13,371 13,440 13,400
S2 13,289 13,289 13,427
S3 13,149 13,231 13,415
S4 13,009 13,091 13,376
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 13,487 13,208 279 2.1% 142 1.1% 88% True False 114,615
10 13,599 13,208 391 2.9% 124 0.9% 63% False False 112,097
20 13,599 13,208 391 2.9% 124 0.9% 63% False False 116,484
40 13,599 12,888 711 5.3% 126 0.9% 79% False False 68,133
60 13,599 12,351 1,248 9.3% 120 0.9% 88% False False 45,434
80 13,599 12,323 1,276 9.5% 115 0.9% 89% False False 34,078
100 13,599 11,913 1,686 12.5% 103 0.8% 91% False False 27,263
120 13,599 11,913 1,686 12.5% 97 0.7% 91% False False 22,719
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 24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,082
2.618 13,854
1.618 13,714
1.000 13,627
0.618 13,574
HIGH 13,487
0.618 13,434
0.500 13,417
0.382 13,401
LOW 13,347
0.618 13,261
1.000 13,207
1.618 13,121
2.618 12,981
4.250 12,752
Fisher Pivots for day following 16-Oct-2012
Pivot 1 day 3 day
R1 13,441 13,418
PP 13,429 13,383
S1 13,417 13,348

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

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