mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 13-Nov-2012
Day Change Summary
Previous Current
12-Nov-2012 13-Nov-2012 Change Change % Previous Week
Open 12,764 12,777 13 0.1% 12,989
High 12,816 12,855 39 0.3% 13,251
Low 12,732 12,684 -48 -0.4% 12,670
Close 12,780 12,717 -63 -0.5% 12,764
Range 84 171 87 103.6% 581
ATR 165 165 0 0.3% 0
Volume 75,110 138,310 63,200 84.1% 770,053
Daily Pivots for day following 13-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,265 13,162 12,811
R3 13,094 12,991 12,764
R2 12,923 12,923 12,748
R1 12,820 12,820 12,733 12,786
PP 12,752 12,752 12,752 12,735
S1 12,649 12,649 12,701 12,615
S2 12,581 12,581 12,686
S3 12,410 12,478 12,670
S4 12,239 12,307 12,623
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% 205 1.6% 8% False False 158,568
10 13,251 12,670 581 4.6% 194 1.5% 8% False False 133,661
20 13,530 12,670 860 6.8% 170 1.3% 5% False False 122,165
40 13,599 12,670 929 7.3% 147 1.2% 5% False False 119,324
60 13,599 12,670 929 7.3% 140 1.1% 5% False False 86,144
80 13,599 12,351 1,248 9.8% 132 1.0% 29% False False 64,616
100 13,599 12,323 1,276 10.0% 126 1.0% 31% False False 51,695
120 13,599 11,913 1,686 13.3% 114 0.9% 48% False False 43,080
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,582
2.618 13,303
1.618 13,132
1.000 13,026
0.618 12,961
HIGH 12,855
0.618 12,790
0.500 12,770
0.382 12,749
LOW 12,684
0.618 12,578
1.000 12,513
1.618 12,407
2.618 12,236
4.250 11,957
Fisher Pivots for day following 13-Nov-2012
Pivot 1 day 3 day
R1 12,770 12,763
PP 12,752 12,747
S1 12,735 12,732

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

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