mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 28-Nov-2012
Day Change Summary
Previous Current
27-Nov-2012 28-Nov-2012 Change Change % Previous Week
Open 12,940 12,867 -73 -0.6% 12,579
High 12,971 12,967 -4 0.0% 12,982
Low 12,845 12,740 -105 -0.8% 12,573
Close 12,862 12,957 95 0.7% 12,961
Range 126 227 101 80.2% 409
ATR 156 161 5 3.3% 0
Volume 125,648 171,456 45,808 36.5% 393,473
Daily Pivots for day following 28-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,569 13,490 13,082
R3 13,342 13,263 13,020
R2 13,115 13,115 12,999
R1 13,036 13,036 12,978 13,076
PP 12,888 12,888 12,888 12,908
S1 12,809 12,809 12,936 12,849
S2 12,661 12,661 12,916
S3 12,434 12,582 12,895
S4 12,207 12,355 12,832
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 12,696 286 2.2% 147 1.1% 91% False False 106,347
10 12,982 12,435 547 4.2% 158 1.2% 95% False False 126,885
20 13,251 12,435 816 6.3% 176 1.4% 64% False False 130,273
40 13,599 12,435 1,164 9.0% 156 1.2% 45% False False 120,828
60 13,599 12,435 1,164 9.0% 145 1.1% 45% False False 107,258
80 13,599 12,435 1,164 9.0% 134 1.0% 45% False False 80,474
100 13,599 12,351 1,248 9.6% 134 1.0% 49% False False 64,383
120 13,599 12,235 1,364 10.5% 126 1.0% 53% False False 53,653
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 42
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 13,932
2.618 13,561
1.618 13,334
1.000 13,194
0.618 13,107
HIGH 12,967
0.618 12,880
0.500 12,854
0.382 12,827
LOW 12,740
0.618 12,600
1.000 12,513
1.618 12,373
2.618 12,146
4.250 11,775
Fisher Pivots for day following 28-Nov-2012
Pivot 1 day 3 day
R1 12,923 12,923
PP 12,888 12,889
S1 12,854 12,856

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

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