mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 30-Nov-2012
Day Change Summary
Previous Current
29-Nov-2012 30-Nov-2012 Change Change % Previous Week
Open 12,961 12,987 26 0.2% 12,949
High 13,049 13,056 7 0.1% 13,056
Low 12,939 12,973 34 0.3% 12,740
Close 13,021 13,008 -13 -0.1% 13,008
Range 110 83 -27 -24.5% 316
ATR 157 152 -5 -3.4% 0
Volume 136,755 112,994 -23,761 -17.4% 637,007
Daily Pivots for day following 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,261 13,218 13,054
R3 13,178 13,135 13,031
R2 13,095 13,095 13,023
R1 13,052 13,052 13,016 13,074
PP 13,012 13,012 13,012 13,023
S1 12,969 12,969 13,001 12,991
S2 12,929 12,929 12,993
S3 12,846 12,886 12,985
S4 12,763 12,803 12,962
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,883 13,761 13,182
R3 13,567 13,445 13,095
R2 13,251 13,251 13,066
R1 13,129 13,129 13,037 13,190
PP 12,935 12,935 12,935 12,965
S1 12,813 12,813 12,979 12,874
S2 12,619 12,619 12,950
S3 12,303 12,497 12,921
S4 11,987 12,181 12,834
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,056 12,740 316 2.4% 126 1.0% 85% True False 127,401
10 13,056 12,435 621 4.8% 137 1.0% 92% True False 119,825
20 13,251 12,435 816 6.3% 167 1.3% 70% False False 131,105
40 13,599 12,435 1,164 8.9% 155 1.2% 49% False False 121,277
60 13,599 12,435 1,164 8.9% 143 1.1% 49% False False 111,389
80 13,599 12,435 1,164 8.9% 134 1.0% 49% False False 83,595
100 13,599 12,351 1,248 9.6% 133 1.0% 53% False False 66,880
120 13,599 12,323 1,276 9.8% 125 1.0% 54% False False 55,735
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,409
2.618 13,273
1.618 13,190
1.000 13,139
0.618 13,107
HIGH 13,056
0.618 13,024
0.500 13,015
0.382 13,005
LOW 12,973
0.618 12,922
1.000 12,890
1.618 12,839
2.618 12,756
4.250 12,620
Fisher Pivots for day following 30-Nov-2012
Pivot 1 day 3 day
R1 13,015 12,971
PP 13,012 12,935
S1 13,010 12,898

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

View Archives - Comment on this page... - Back to Index of Symbols