mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 08-Nov-2012
Day Change Summary
Previous Current
07-Nov-2012 08-Nov-2012 Change Change % Previous Week
Open 13,198 12,872 -326 -2.5% 13,048
High 13,251 12,931 -320 -2.4% 13,226
Low 12,827 12,760 -67 -0.5% 12,926
Close 12,863 12,775 -88 -0.7% 12,991
Range 424 171 -253 -59.7% 300
ATR 171 171 0 0.0% 0
Volume 242,828 168,036 -74,792 -30.8% 385,319
Daily Pivots for day following 08-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,335 13,226 12,869
R3 13,164 13,055 12,822
R2 12,993 12,993 12,806
R1 12,884 12,884 12,791 12,853
PP 12,822 12,822 12,822 12,807
S1 12,713 12,713 12,759 12,682
S2 12,651 12,651 12,744
S3 12,480 12,542 12,728
S4 12,309 12,371 12,681
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 12,760 491 3.8% 227 1.8% 3% False True 144,305
10 13,251 12,760 491 3.8% 190 1.5% 3% False True 111,561
20 13,530 12,760 770 6.0% 169 1.3% 2% False True 119,434
40 13,599 12,760 839 6.6% 144 1.1% 2% False True 118,141
60 13,599 12,760 839 6.6% 136 1.1% 2% False True 79,780
80 13,599 12,351 1,248 9.8% 131 1.0% 34% False False 59,842
100 13,599 12,323 1,276 10.0% 124 1.0% 35% False False 47,875
120 13,599 11,913 1,686 13.2% 113 0.9% 51% False False 39,897
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 34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,658
2.618 13,379
1.618 13,208
1.000 13,102
0.618 13,037
HIGH 12,931
0.618 12,866
0.500 12,846
0.382 12,825
LOW 12,760
0.618 12,654
1.000 12,589
1.618 12,483
2.618 12,312
4.250 12,033
Fisher Pivots for day following 08-Nov-2012
Pivot 1 day 3 day
R1 12,846 13,006
PP 12,822 12,929
S1 12,799 12,852

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

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