mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary
Previous Current
13-Nov-2012 14-Nov-2012 Change Change % Previous Week
Open 12,777 12,731 -46 -0.4% 12,989
High 12,855 12,803 -52 -0.4% 13,251
Low 12,684 12,509 -175 -1.4% 12,670
Close 12,717 12,544 -173 -1.4% 12,764
Range 171 294 123 71.9% 581
ATR 165 174 9 5.6% 0
Volume 138,310 167,420 29,110 21.0% 770,053
Daily Pivots for day following 14-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,501 13,316 12,706
R3 13,207 13,022 12,625
R2 12,913 12,913 12,598
R1 12,728 12,728 12,571 12,674
PP 12,619 12,619 12,619 12,591
S1 12,434 12,434 12,517 12,380
S2 12,325 12,325 12,490
S3 12,031 12,140 12,463
S4 11,737 11,846 12,382
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 12,931 12,509 422 3.4% 179 1.4% 8% False True 143,487
10 13,251 12,509 742 5.9% 210 1.7% 5% False True 139,208
20 13,530 12,509 1,021 8.1% 181 1.4% 3% False True 124,994
40 13,599 12,509 1,090 8.7% 153 1.2% 3% False True 120,893
60 13,599 12,509 1,090 8.7% 143 1.1% 3% False True 88,933
80 13,599 12,351 1,248 9.9% 134 1.1% 15% False False 66,709
100 13,599 12,323 1,276 10.2% 129 1.0% 17% False False 53,369
120 13,599 11,913 1,686 13.4% 116 0.9% 37% False False 44,475
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 47
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 14,053
2.618 13,573
1.618 13,279
1.000 13,097
0.618 12,985
HIGH 12,803
0.618 12,691
0.500 12,656
0.382 12,621
LOW 12,509
0.618 12,327
1.000 12,215
1.618 12,033
2.618 11,739
4.250 11,260
Fisher Pivots for day following 14-Nov-2012
Pivot 1 day 3 day
R1 12,656 12,682
PP 12,619 12,636
S1 12,581 12,590

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

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