mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 12,872 12,777 -95 -0.7% 12,989
High 12,931 12,842 -89 -0.7% 13,251
Low 12,760 12,670 -90 -0.7% 12,670
Close 12,775 12,764 -11 -0.1% 12,764
Range 171 172 1 0.6% 581
ATR 171 171 0 0.1% 0
Volume 168,036 168,559 523 0.3% 770,053
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,275 13,191 12,859
R3 13,103 13,019 12,811
R2 12,931 12,931 12,796
R1 12,847 12,847 12,780 12,803
PP 12,759 12,759 12,759 12,737
S1 12,675 12,675 12,748 12,631
S2 12,587 12,587 12,733
S3 12,415 12,503 12,717
S4 12,243 12,331 12,670
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 14,638 14,282 13,084
R3 14,057 13,701 12,924
R2 13,476 13,476 12,871
R1 13,120 13,120 12,817 13,008
PP 12,895 12,895 12,895 12,839
S1 12,539 12,539 12,711 12,427
S2 12,314 12,314 12,658
S3 11,733 11,958 12,604
S4 11,152 11,377 12,445
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,251 12,670 581 4.6% 214 1.7% 16% False True 154,010
10 13,251 12,670 581 4.6% 193 1.5% 16% False True 115,537
20 13,530 12,670 860 6.7% 172 1.3% 11% False True 122,615
40 13,599 12,670 929 7.3% 144 1.1% 10% False True 119,001
60 13,599 12,670 929 7.3% 138 1.1% 10% False True 82,589
80 13,599 12,351 1,248 9.8% 133 1.0% 33% False False 61,949
100 13,599 12,323 1,276 10.0% 125 1.0% 35% False False 49,561
120 13,599 11,913 1,686 13.2% 114 0.9% 50% False False 41,301
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 39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,573
2.618 13,292
1.618 13,120
1.000 13,014
0.618 12,948
HIGH 12,842
0.618 12,776
0.500 12,756
0.382 12,736
LOW 12,670
0.618 12,564
1.000 12,498
1.618 12,392
2.618 12,220
4.250 11,939
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 12,761 12,961
PP 12,759 12,895
S1 12,756 12,830

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

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