mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 03-Dec-2012
Day Change Summary
Previous Current
30-Nov-2012 03-Dec-2012 Change Change % Previous Week
Open 12,987 13,003 16 0.1% 12,949
High 13,056 13,080 24 0.2% 13,056
Low 12,973 12,930 -43 -0.3% 12,740
Close 13,008 12,950 -58 -0.4% 13,008
Range 83 150 67 80.7% 316
ATR 152 152 0 -0.1% 0
Volume 112,994 121,995 9,001 8.0% 637,007
Daily Pivots for day following 03-Dec-2012
Classic Woodie Camarilla DeMark
R4 13,437 13,343 13,033
R3 13,287 13,193 12,991
R2 13,137 13,137 12,978
R1 13,043 13,043 12,964 13,015
PP 12,987 12,987 12,987 12,973
S1 12,893 12,893 12,936 12,865
S2 12,837 12,837 12,923
S3 12,687 12,743 12,909
S4 12,537 12,593 12,868
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 13,080 12,740 340 2.6% 139 1.1% 62% True False 133,769
10 13,080 12,573 507 3.9% 138 1.1% 74% True False 115,247
20 13,251 12,435 816 6.3% 163 1.3% 63% False False 131,203
40 13,550 12,435 1,115 8.6% 156 1.2% 46% False False 121,573
60 13,599 12,435 1,164 9.0% 144 1.1% 44% False False 113,388
80 13,599 12,435 1,164 9.0% 135 1.0% 44% False False 85,120
100 13,599 12,351 1,248 9.6% 133 1.0% 48% False False 68,100
120 13,599 12,323 1,276 9.9% 126 1.0% 49% False False 56,751
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 36
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,718
2.618 13,473
1.618 13,323
1.000 13,230
0.618 13,173
HIGH 13,080
0.618 13,023
0.500 13,005
0.382 12,987
LOW 12,930
0.618 12,837
1.000 12,780
1.618 12,687
2.618 12,537
4.250 12,293
Fisher Pivots for day following 03-Dec-2012
Pivot 1 day 3 day
R1 13,005 13,005
PP 12,987 12,987
S1 12,968 12,968

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

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