mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 06-Nov-2012
Day Change Summary
Previous Current
05-Nov-2012 06-Nov-2012 Change Change % Previous Week
Open 12,989 13,045 56 0.4% 13,048
High 13,078 13,229 151 1.2% 13,226
Low 12,973 13,034 61 0.5% 12,926
Close 13,053 13,201 148 1.1% 12,991
Range 105 195 90 85.7% 300
ATR 148 151 3 2.3% 0
Volume 83,754 106,876 23,122 27.6% 385,319
Daily Pivots for day following 06-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,740 13,665 13,308
R3 13,545 13,470 13,255
R2 13,350 13,350 13,237
R1 13,275 13,275 13,219 13,313
PP 13,155 13,155 13,155 13,173
S1 13,080 13,080 13,183 13,118
S2 12,960 12,960 13,165
S3 12,765 12,885 13,148
S4 12,570 12,690 13,094
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 13,229 12,969 260 2.0% 184 1.4% 89% True False 108,753
10 13,229 12,926 303 2.3% 155 1.2% 91% True False 95,442
20 13,530 12,926 604 4.6% 154 1.2% 46% False False 111,177
40 13,599 12,926 673 5.1% 137 1.0% 41% False False 109,080
60 13,599 12,888 711 5.4% 128 1.0% 44% False False 72,934
80 13,599 12,351 1,248 9.5% 127 1.0% 68% False False 54,707
100 13,599 12,323 1,276 9.7% 121 0.9% 69% False False 43,767
120 13,599 11,913 1,686 12.8% 109 0.8% 76% False False 36,473
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 32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,058
2.618 13,740
1.618 13,545
1.000 13,424
0.618 13,350
HIGH 13,229
0.618 13,155
0.500 13,132
0.382 13,109
LOW 13,034
0.618 12,914
1.000 12,839
1.618 12,719
2.618 12,524
4.250 12,205
Fisher Pivots for day following 06-Nov-2012
Pivot 1 day 3 day
R1 13,178 13,168
PP 13,155 13,134
S1 13,132 13,101

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

View Archives - Comment on this page... - Back to Index of Symbols