mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 02-Nov-2012
Day Change Summary
Previous Current
01-Nov-2012 02-Nov-2012 Change Change % Previous Week
Open 12,991 13,165 174 1.3% 13,048
High 13,212 13,226 14 0.1% 13,226
Low 12,969 12,988 19 0.1% 12,926
Close 13,165 12,991 -174 -1.3% 12,991
Range 243 238 -5 -2.1% 300
ATR 144 151 7 4.6% 0
Volume 121,161 120,034 -1,127 -0.9% 385,319
Daily Pivots for day following 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,782 13,625 13,122
R3 13,544 13,387 13,057
R2 13,306 13,306 13,035
R1 13,149 13,149 13,013 13,109
PP 13,068 13,068 13,068 13,048
S1 12,911 12,911 12,969 12,871
S2 12,830 12,830 12,947
S3 12,592 12,673 12,926
S4 12,354 12,435 12,860
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,948 13,769 13,156
R3 13,648 13,469 13,074
R2 13,348 13,348 13,046
R1 13,169 13,169 13,019 13,109
PP 13,048 13,048 13,048 13,017
S1 12,869 12,869 12,964 12,809
S2 12,748 12,748 12,936
S3 12,448 12,569 12,909
S4 12,148 12,269 12,826
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,226 12,926 300 2.3% 172 1.3% 22% True False 77,063
10 13,316 12,926 390 3.0% 168 1.3% 17% False False 106,688
20 13,550 12,926 624 4.8% 150 1.2% 10% False False 111,942
40 13,599 12,926 673 5.2% 135 1.0% 10% False False 104,480
60 13,599 12,888 711 5.5% 126 1.0% 14% False False 69,758
80 13,599 12,351 1,248 9.6% 126 1.0% 51% False False 52,324
100 13,599 12,323 1,276 9.8% 119 0.9% 52% False False 41,861
120 13,599 11,913 1,686 13.0% 109 0.8% 64% False False 34,884
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 38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,238
2.618 13,849
1.618 13,611
1.000 13,464
0.618 13,373
HIGH 13,226
0.618 13,135
0.500 13,107
0.382 13,079
LOW 12,988
0.618 12,841
1.000 12,750
1.618 12,603
2.618 12,365
4.250 11,977
Fisher Pivots for day following 02-Nov-2012
Pivot 1 day 3 day
R1 13,107 13,098
PP 13,068 13,062
S1 13,030 13,027

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

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