mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 07-Nov-2012
Day Change Summary
Previous Current
06-Nov-2012 07-Nov-2012 Change Change % Previous Week
Open 13,045 13,198 153 1.2% 13,048
High 13,229 13,251 22 0.2% 13,226
Low 13,034 12,827 -207 -1.6% 12,926
Close 13,201 12,863 -338 -2.6% 12,991
Range 195 424 229 117.4% 300
ATR 151 171 19 12.9% 0
Volume 106,876 242,828 135,952 127.2% 385,319
Daily Pivots for day following 07-Nov-2012
Classic Woodie Camarilla DeMark
R4 14,252 13,982 13,096
R3 13,828 13,558 12,980
R2 13,404 13,404 12,941
R1 13,134 13,134 12,902 13,057
PP 12,980 12,980 12,980 12,942
S1 12,710 12,710 12,824 12,633
S2 12,556 12,556 12,785
S3 12,132 12,286 12,747
S4 11,708 11,862 12,630
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 13,251 12,827 424 3.3% 241 1.9% 8% True True 134,930
10 13,251 12,827 424 3.3% 188 1.5% 8% True True 107,251
20 13,530 12,827 703 5.5% 167 1.3% 5% False True 116,680
40 13,599 12,827 772 6.0% 145 1.1% 5% False True 114,799
60 13,599 12,827 772 6.0% 134 1.0% 5% False True 76,980
80 13,599 12,351 1,248 9.7% 130 1.0% 41% False False 57,742
100 13,599 12,323 1,276 9.9% 123 1.0% 42% False False 46,195
120 13,599 11,913 1,686 13.1% 112 0.9% 56% False False 38,496
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34
Widest range in 197 trading days
Fibonacci Retracements and Extensions
4.250 15,053
2.618 14,361
1.618 13,937
1.000 13,675
0.618 13,513
HIGH 13,251
0.618 13,089
0.500 13,039
0.382 12,989
LOW 12,827
0.618 12,565
1.000 12,403
1.618 12,141
2.618 11,717
4.250 11,025
Fisher Pivots for day following 07-Nov-2012
Pivot 1 day 3 day
R1 13,039 13,039
PP 12,980 12,980
S1 12,922 12,922

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

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