mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 06-Dec-2012
Day Change Summary
Previous Current
05-Dec-2012 06-Dec-2012 Change Change % Previous Week
Open 12,919 13,015 96 0.7% 12,949
High 13,076 13,073 -3 0.0% 13,056
Low 12,905 12,997 92 0.7% 12,740
Close 13,024 13,063 39 0.3% 13,008
Range 171 76 -95 -55.6% 316
ATR 149 144 -5 -3.5% 0
Volume 173,092 106,044 -67,048 -38.7% 637,007
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 13,272 13,244 13,105
R3 13,196 13,168 13,084
R2 13,120 13,120 13,077
R1 13,092 13,092 13,070 13,106
PP 13,044 13,044 13,044 13,052
S1 13,016 13,016 13,056 13,030
S2 12,968 12,968 13,049
S3 12,892 12,940 13,042
S4 12,816 12,864 13,021
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% 115 0.9% 90% False False 126,063
10 13,080 12,740 340 2.6% 130 1.0% 95% False False 121,624
20 13,080 12,435 645 4.9% 143 1.1% 97% False False 129,297
40 13,530 12,435 1,095 8.4% 155 1.2% 57% False False 122,989
60 13,599 12,435 1,164 8.9% 145 1.1% 54% False False 119,632
80 13,599 12,435 1,164 8.9% 136 1.0% 54% False False 90,059
100 13,599 12,351 1,248 9.6% 133 1.0% 57% False False 72,053
120 13,599 12,323 1,276 9.8% 127 1.0% 58% False False 60,045
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 32
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 13,396
2.618 13,272
1.618 13,196
1.000 13,149
0.618 13,120
HIGH 13,073
0.618 13,044
0.500 13,035
0.382 13,026
LOW 12,997
0.618 12,950
1.000 12,921
1.618 12,874
2.618 12,798
4.250 12,674
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 13,054 13,039
PP 13,044 13,015
S1 13,035 12,991

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

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