mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 16-Nov-2012
Day Change Summary
Previous Current
15-Nov-2012 16-Nov-2012 Change Change % Previous Week
Open 12,545 12,520 -25 -0.2% 12,764
High 12,581 12,573 -8 -0.1% 12,855
Low 12,464 12,435 -29 -0.2% 12,435
Close 12,522 12,570 48 0.4% 12,570
Range 117 138 21 17.9% 420
ATR 170 168 -2 -1.3% 0
Volume 152,927 167,779 14,852 9.7% 701,546
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 12,940 12,893 12,646
R3 12,802 12,755 12,608
R2 12,664 12,664 12,595
R1 12,617 12,617 12,583 12,641
PP 12,526 12,526 12,526 12,538
S1 12,479 12,479 12,557 12,503
S2 12,388 12,388 12,545
S3 12,250 12,341 12,532
S4 12,112 12,203 12,494
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,880 13,645 12,801
R3 13,460 13,225 12,686
R2 13,040 13,040 12,647
R1 12,805 12,805 12,609 12,713
PP 12,620 12,620 12,620 12,574
S1 12,385 12,385 12,532 12,293
S2 12,200 12,200 12,493
S3 11,780 11,965 12,455
S4 11,360 11,545 12,339
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,855 12,435 420 3.3% 161 1.3% 32% False True 140,309
10 13,251 12,435 816 6.5% 187 1.5% 17% False True 147,159
20 13,316 12,435 881 7.0% 178 1.4% 15% False True 126,924
40 13,599 12,435 1,164 9.3% 154 1.2% 12% False True 123,713
60 13,599 12,435 1,164 9.3% 142 1.1% 12% False True 94,276
80 13,599 12,435 1,164 9.3% 133 1.1% 12% False True 70,717
100 13,599 12,323 1,276 10.2% 130 1.0% 19% False False 56,576
120 13,599 11,913 1,686 13.4% 119 0.9% 39% False False 47,147
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 48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,160
2.618 12,934
1.618 12,796
1.000 12,711
0.618 12,658
HIGH 12,573
0.618 12,520
0.500 12,504
0.382 12,488
LOW 12,435
0.618 12,350
1.000 12,297
1.618 12,212
2.618 12,074
4.250 11,849
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 12,548 12,619
PP 12,526 12,603
S1 12,504 12,586

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

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