mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 26-Nov-2012
Day Change Summary
Previous Current
23-Nov-2012 26-Nov-2012 Change Change % Previous Week
Open 12,816 12,949 133 1.0% 12,579
High 12,982 12,951 -31 -0.2% 12,982
Low 12,801 12,870 69 0.5% 12,573
Close 12,961 12,936 -25 -0.2% 12,961
Range 181 81 -100 -55.2% 409
ATR 163 158 -5 -3.2% 0
Volume 61,917 90,154 28,237 45.6% 393,473
Daily Pivots for day following 26-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,162 13,130 12,981
R3 13,081 13,049 12,958
R2 13,000 13,000 12,951
R1 12,968 12,968 12,944 12,944
PP 12,919 12,919 12,919 12,907
S1 12,887 12,887 12,929 12,863
S2 12,838 12,838 12,921
S3 12,757 12,806 12,914
S4 12,676 12,725 12,892
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 14,066 13,922 13,186
R3 13,657 13,513 13,074
R2 13,248 13,248 13,036
R1 13,104 13,104 12,999 13,176
PP 12,839 12,839 12,839 12,875
S1 12,695 12,695 12,924 12,767
S2 12,430 12,430 12,886
S3 12,021 12,286 12,849
S4 11,612 11,877 12,736
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,982 12,573 409 3.2% 136 1.1% 89% False False 96,725
10 12,982 12,435 547 4.2% 149 1.1% 92% False False 118,517
20 13,251 12,435 816 6.3% 171 1.3% 61% False False 117,027
40 13,599 12,435 1,164 9.0% 156 1.2% 43% False False 120,481
60 13,599 12,435 1,164 9.0% 145 1.1% 43% False False 102,329
80 13,599 12,435 1,164 9.0% 133 1.0% 43% False False 76,761
100 13,599 12,351 1,248 9.6% 133 1.0% 47% False False 61,412
120 13,599 12,235 1,364 10.5% 123 0.9% 51% False False 51,178
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 39
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 13,295
2.618 13,163
1.618 13,082
1.000 13,032
0.618 13,001
HIGH 12,951
0.618 12,920
0.500 12,911
0.382 12,901
LOW 12,870
0.618 12,820
1.000 12,789
1.618 12,739
2.618 12,658
4.250 12,526
Fisher Pivots for day following 26-Nov-2012
Pivot 1 day 3 day
R1 12,928 12,904
PP 12,919 12,871
S1 12,911 12,839

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

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