mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 30-Oct-2012
Day Change Summary
Previous Current
29-Oct-2012 30-Oct-2012 Change Change % Previous Week
Open 13,048 12,973 -75 -0.6% 13,251
High 13,054 13,066 12 0.1% 13,316
Low 12,954 12,926 -28 -0.2% 12,937
Close 13,054 13,054 0 0.0% 13,054
Range 100 140 40 40.0% 379
ATR 136 137 0 0.2% 0
Volume 15,323 16,858 1,535 10.0% 681,562
Daily Pivots for day following 30-Oct-2012
Classic Woodie Camarilla DeMark
R4 13,435 13,385 13,131
R3 13,295 13,245 13,093
R2 13,155 13,155 13,080
R1 13,105 13,105 13,067 13,130
PP 13,015 13,015 13,015 13,028
S1 12,965 12,965 13,041 12,990
S2 12,875 12,875 13,028
S3 12,735 12,825 13,016
S4 12,595 12,685 12,977
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 13,119 12,926 193 1.5% 127 1.0% 66% False True 82,132
10 13,530 12,926 604 4.6% 146 1.1% 21% False True 110,669
20 13,599 12,926 673 5.2% 135 1.0% 19% False True 111,383
40 13,599 12,922 677 5.2% 130 1.0% 19% False False 95,750
60 13,599 12,888 711 5.4% 119 0.9% 23% False False 63,874
80 13,599 12,351 1,248 9.6% 123 0.9% 56% False False 47,910
100 13,599 12,235 1,364 10.4% 116 0.9% 60% False False 38,330
120 13,599 11,913 1,686 12.9% 104 0.8% 68% False False 31,941
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,661
2.618 13,433
1.618 13,293
1.000 13,206
0.618 13,153
HIGH 13,066
0.618 13,013
0.500 12,996
0.382 12,980
LOW 12,926
0.618 12,840
1.000 12,786
1.618 12,700
2.618 12,560
4.250 12,331
Fisher Pivots for day following 30-Oct-2012
Pivot 1 day 3 day
R1 13,035 13,038
PP 13,015 13,022
S1 12,996 13,007

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

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