mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 19-Nov-2012
Day Change Summary
Previous Current
16-Nov-2012 19-Nov-2012 Change Change % Previous Week
Open 12,520 12,579 59 0.5% 12,764
High 12,573 12,764 191 1.5% 12,855
Low 12,435 12,573 138 1.1% 12,435
Close 12,570 12,738 168 1.3% 12,570
Range 138 191 53 38.4% 420
ATR 168 170 2 1.1% 0
Volume 167,779 126,099 -41,680 -24.8% 701,546
Daily Pivots for day following 19-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,265 13,192 12,843
R3 13,074 13,001 12,791
R2 12,883 12,883 12,773
R1 12,810 12,810 12,756 12,847
PP 12,692 12,692 12,692 12,710
S1 12,619 12,619 12,721 12,656
S2 12,501 12,501 12,703
S3 12,310 12,428 12,686
S4 12,119 12,237 12,633
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% 182 1.4% 72% False False 150,507
10 13,251 12,435 816 6.4% 196 1.5% 37% False False 151,394
20 13,316 12,435 881 6.9% 180 1.4% 34% False False 127,061
40 13,599 12,435 1,164 9.1% 156 1.2% 26% False False 124,518
60 13,599 12,435 1,164 9.1% 143 1.1% 26% False False 96,377
80 13,599 12,435 1,164 9.1% 132 1.0% 26% False False 72,293
100 13,599 12,351 1,248 9.8% 131 1.0% 31% False False 57,837
120 13,599 11,913 1,686 13.2% 120 0.9% 49% False False 48,198
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 47
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,576
2.618 13,264
1.618 13,073
1.000 12,955
0.618 12,882
HIGH 12,764
0.618 12,691
0.500 12,669
0.382 12,646
LOW 12,573
0.618 12,455
1.000 12,382
1.618 12,264
2.618 12,073
4.250 11,761
Fisher Pivots for day following 19-Nov-2012
Pivot 1 day 3 day
R1 12,715 12,692
PP 12,692 12,646
S1 12,669 12,600

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

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