mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 12,579 12,733 154 1.2% 12,764
High 12,764 12,777 13 0.1% 12,855
Low 12,573 12,666 93 0.7% 12,435
Close 12,738 12,759 21 0.2% 12,570
Range 191 111 -80 -41.9% 420
ATR 170 165 -4 -2.5% 0
Volume 126,099 122,895 -3,204 -2.5% 701,546
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,067 13,024 12,820
R3 12,956 12,913 12,790
R2 12,845 12,845 12,779
R1 12,802 12,802 12,769 12,824
PP 12,734 12,734 12,734 12,745
S1 12,691 12,691 12,749 12,713
S2 12,623 12,623 12,739
S3 12,512 12,580 12,729
S4 12,401 12,469 12,698
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 12,803 12,435 368 2.9% 170 1.3% 88% False False 147,424
10 13,251 12,435 816 6.4% 187 1.5% 40% False False 152,996
20 13,251 12,435 816 6.4% 171 1.3% 40% False False 124,219
40 13,599 12,435 1,164 9.1% 155 1.2% 28% False False 124,404
60 13,599 12,435 1,164 9.1% 143 1.1% 28% False False 98,423
80 13,599 12,435 1,164 9.1% 133 1.0% 28% False False 73,829
100 13,599 12,351 1,248 9.8% 130 1.0% 33% False False 59,066
120 13,599 11,913 1,686 13.2% 120 0.9% 50% False False 49,222
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 50
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 13,249
2.618 13,068
1.618 12,957
1.000 12,888
0.618 12,846
HIGH 12,777
0.618 12,735
0.500 12,722
0.382 12,709
LOW 12,666
0.618 12,598
1.000 12,555
1.618 12,487
2.618 12,376
4.250 12,194
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 12,747 12,708
PP 12,734 12,657
S1 12,722 12,606

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

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