mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 22-Oct-2012
Day Change Summary
Previous Current
19-Oct-2012 22-Oct-2012 Change Change % Previous Week
Open 13,483 13,251 -232 -1.7% 13,255
High 13,499 13,308 -191 -1.4% 13,530
Low 13,246 13,174 -72 -0.5% 13,208
Close 13,252 13,292 40 0.3% 13,252
Range 253 134 -119 -47.0% 322
ATR 129 129 0 0.3% 0
Volume 162,751 123,349 -39,402 -24.2% 615,384
Daily Pivots for day following 22-Oct-2012
Classic Woodie Camarilla DeMark
R4 13,660 13,610 13,366
R3 13,526 13,476 13,329
R2 13,392 13,392 13,317
R1 13,342 13,342 13,304 13,367
PP 13,258 13,258 13,258 13,271
S1 13,208 13,208 13,280 13,233
S2 13,124 13,124 13,268
S3 12,990 13,074 13,255
S4 12,856 12,940 13,218
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 14,296 14,096 13,429
R3 13,974 13,774 13,341
R2 13,652 13,652 13,311
R1 13,452 13,452 13,282 13,391
PP 13,330 13,330 13,330 13,300
S1 13,130 13,130 13,223 13,069
S2 13,008 13,008 13,193
S3 12,686 12,808 13,164
S4 12,364 12,486 13,075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,530 13,174 356 2.7% 135 1.0% 33% False True 126,215
10 13,545 13,174 371 2.8% 139 1.0% 32% False True 122,690
20 13,599 13,174 425 3.2% 132 1.0% 28% False True 121,975
40 13,599 12,888 711 5.3% 124 0.9% 57% False False 81,034
60 13,599 12,666 933 7.0% 116 0.9% 67% False False 54,037
80 13,599 12,351 1,248 9.4% 118 0.9% 75% False False 40,531
100 13,599 11,913 1,686 12.7% 108 0.8% 82% False False 32,426
120 13,599 11,913 1,686 12.7% 100 0.8% 82% False False 27,022
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 30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,878
2.618 13,659
1.618 13,525
1.000 13,442
0.618 13,391
HIGH 13,308
0.618 13,257
0.500 13,241
0.382 13,225
LOW 13,174
0.618 13,091
1.000 13,040
1.618 12,957
2.618 12,823
4.250 12,605
Fisher Pivots for day following 22-Oct-2012
Pivot 1 day 3 day
R1 13,275 13,352
PP 13,258 13,332
S1 13,241 13,312

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

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