mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 12,731 12,545 -186 -1.5% 12,989
High 12,803 12,581 -222 -1.7% 13,251
Low 12,509 12,464 -45 -0.4% 12,670
Close 12,544 12,522 -22 -0.2% 12,764
Range 294 117 -177 -60.2% 581
ATR 174 170 -4 -2.3% 0
Volume 167,420 152,927 -14,493 -8.7% 770,053
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 12,873 12,815 12,586
R3 12,756 12,698 12,554
R2 12,639 12,639 12,544
R1 12,581 12,581 12,533 12,552
PP 12,522 12,522 12,522 12,508
S1 12,464 12,464 12,511 12,435
S2 12,405 12,405 12,501
S3 12,288 12,347 12,490
S4 12,171 12,230 12,458
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 12,855 12,464 391 3.1% 168 1.3% 15% False True 140,465
10 13,251 12,464 787 6.3% 197 1.6% 7% False True 142,385
20 13,499 12,464 1,035 8.3% 183 1.5% 6% False True 126,672
40 13,599 12,464 1,135 9.1% 153 1.2% 5% False True 121,854
60 13,599 12,464 1,135 9.1% 143 1.1% 5% False True 91,480
80 13,599 12,464 1,135 9.1% 132 1.1% 5% False True 68,620
100 13,599 12,323 1,276 10.2% 130 1.0% 16% False False 54,898
120 13,599 11,913 1,686 13.5% 117 0.9% 36% False False 45,749
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 48
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,078
2.618 12,887
1.618 12,770
1.000 12,698
0.618 12,653
HIGH 12,581
0.618 12,536
0.500 12,523
0.382 12,509
LOW 12,464
0.618 12,392
1.000 12,347
1.618 12,275
2.618 12,158
4.250 11,967
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 12,523 12,660
PP 12,522 12,614
S1 12,522 12,568

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

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