mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 26-Oct-2012
Day Change Summary
Previous Current
25-Oct-2012 26-Oct-2012 Change Change % Previous Week
Open 13,026 13,066 40 0.3% 13,251
High 13,119 13,087 -32 -0.2% 13,316
Low 12,974 12,937 -37 -0.3% 12,937
Close 13,056 13,054 -2 0.0% 13,054
Range 145 150 5 3.4% 379
ATR 138 139 1 0.6% 0
Volume 124,932 128,805 3,873 3.1% 681,562
Daily Pivots for day following 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 13,476 13,415 13,137
R3 13,326 13,265 13,095
R2 13,176 13,176 13,082
R1 13,115 13,115 13,068 13,071
PP 13,026 13,026 13,026 13,004
S1 12,965 12,965 13,040 12,921
S2 12,876 12,876 13,027
S3 12,726 12,815 13,013
S4 12,576 12,665 12,972
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 14,239 14,026 13,263
R3 13,860 13,647 13,158
R2 13,481 13,481 13,124
R1 13,268 13,268 13,089 13,185
PP 13,102 13,102 13,102 13,061
S1 12,889 12,889 13,019 12,806
S2 12,723 12,723 12,985
S3 12,344 12,510 12,950
S4 11,965 12,131 12,846
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,316 12,937 379 2.9% 164 1.3% 31% False True 136,312
10 13,530 12,937 593 4.5% 152 1.2% 20% False True 129,694
20 13,599 12,937 662 5.1% 141 1.1% 18% False True 123,935
40 13,599 12,888 711 5.4% 132 1.0% 23% False False 94,980
60 13,599 12,770 829 6.4% 120 0.9% 34% False False 63,339
80 13,599 12,351 1,248 9.6% 123 0.9% 56% False False 47,509
100 13,599 12,235 1,364 10.4% 113 0.9% 60% False False 38,008
120 13,599 11,913 1,686 12.9% 104 0.8% 68% False False 31,673
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,725
2.618 13,480
1.618 13,330
1.000 13,237
0.618 13,180
HIGH 13,087
0.618 13,030
0.500 13,012
0.382 12,994
LOW 12,937
0.618 12,844
1.000 12,787
1.618 12,694
2.618 12,544
4.250 12,300
Fisher Pivots for day following 26-Oct-2012
Pivot 1 day 3 day
R1 13,040 13,045
PP 13,026 13,037
S1 13,012 13,028

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

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