mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 05-Dec-2012
Day Change Summary
Previous Current
04-Dec-2012 05-Dec-2012 Change Change % Previous Week
Open 12,940 12,919 -21 -0.2% 12,949
High 13,008 13,076 68 0.5% 13,056
Low 12,914 12,905 -9 -0.1% 12,740
Close 12,933 13,024 91 0.7% 13,008
Range 94 171 77 81.9% 316
ATR 148 149 2 1.1% 0
Volume 116,192 173,092 56,900 49.0% 637,007
Daily Pivots for day following 05-Dec-2012
Classic Woodie Camarilla DeMark
R4 13,515 13,440 13,118
R3 13,344 13,269 13,071
R2 13,173 13,173 13,055
R1 13,098 13,098 13,040 13,136
PP 13,002 13,002 13,002 13,020
S1 12,927 12,927 13,008 12,965
S2 12,831 12,831 12,993
S3 12,660 12,756 12,977
S4 12,489 12,585 12,930
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 12,905 175 1.3% 122 0.9% 68% False True 132,205
10 13,080 12,696 384 2.9% 134 1.0% 85% False False 119,276
20 13,251 12,435 816 6.3% 161 1.2% 72% False False 136,136
40 13,530 12,435 1,095 8.4% 158 1.2% 54% False False 123,656
60 13,599 12,435 1,164 8.9% 145 1.1% 51% False False 118,099
80 13,599 12,435 1,164 8.9% 136 1.0% 51% False False 88,735
100 13,599 12,351 1,248 9.6% 134 1.0% 54% False False 70,992
120 13,599 12,323 1,276 9.8% 127 1.0% 55% False False 59,162
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,803
2.618 13,524
1.618 13,353
1.000 13,247
0.618 13,182
HIGH 13,076
0.618 13,011
0.500 12,991
0.382 12,970
LOW 12,905
0.618 12,799
1.000 12,734
1.618 12,628
2.618 12,457
4.250 12,178
Fisher Pivots for day following 05-Dec-2012
Pivot 1 day 3 day
R1 13,013 13,014
PP 13,002 13,003
S1 12,991 12,993

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

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