mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 13,165 12,989 -176 -1.3% 13,048
High 13,226 13,078 -148 -1.1% 13,226
Low 12,988 12,973 -15 -0.1% 12,926
Close 12,991 13,053 62 0.5% 12,991
Range 238 105 -133 -55.9% 300
ATR 151 148 -3 -2.2% 0
Volume 120,034 83,754 -36,280 -30.2% 385,319
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,350 13,306 13,111
R3 13,245 13,201 13,082
R2 13,140 13,140 13,072
R1 13,096 13,096 13,063 13,118
PP 13,035 13,035 13,035 13,046
S1 12,991 12,991 13,044 13,013
S2 12,930 12,930 13,034
S3 12,825 12,886 13,024
S4 12,720 12,781 12,995
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% 173 1.3% 42% False False 90,750
10 13,316 12,926 390 3.0% 165 1.3% 33% False False 102,728
20 13,545 12,926 619 4.7% 152 1.2% 21% False False 112,709
40 13,599 12,926 673 5.2% 136 1.0% 19% False False 106,507
60 13,599 12,888 711 5.4% 126 1.0% 23% False False 71,153
80 13,599 12,351 1,248 9.6% 125 1.0% 56% False False 53,371
100 13,599 12,323 1,276 9.8% 119 0.9% 57% False False 42,698
120 13,599 11,913 1,686 12.9% 109 0.8% 68% False False 35,582
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 33
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,524
2.618 13,353
1.618 13,248
1.000 13,183
0.618 13,143
HIGH 13,078
0.618 13,038
0.500 13,026
0.382 13,013
LOW 12,973
0.618 12,908
1.000 12,868
1.618 12,803
2.618 12,698
4.250 12,527
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 13,044 13,098
PP 13,035 13,083
S1 13,026 13,068

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

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