mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 10-Dec-2012
Day Change Summary
Previous Current
07-Dec-2012 10-Dec-2012 Change Change % Previous Week
Open 13,070 13,147 77 0.6% 13,003
High 13,154 13,194 40 0.3% 13,154
Low 13,037 13,103 66 0.5% 12,905
Close 13,143 13,187 44 0.3% 13,143
Range 117 91 -26 -22.2% 249
ATR 142 139 -4 -2.6% 0
Volume 141,385 89,273 -52,112 -36.9% 658,708
Daily Pivots for day following 10-Dec-2012
Classic Woodie Camarilla DeMark
R4 13,434 13,402 13,237
R3 13,343 13,311 13,212
R2 13,252 13,252 13,204
R1 13,220 13,220 13,195 13,236
PP 13,161 13,161 13,161 13,170
S1 13,129 13,129 13,179 13,145
S2 13,070 13,070 13,170
S3 12,979 13,038 13,162
S4 12,888 12,947 13,137
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 13,814 13,728 13,280
R3 13,565 13,479 13,212
R2 13,316 13,316 13,189
R1 13,230 13,230 13,166 13,273
PP 13,067 13,067 13,067 13,089
S1 12,981 12,981 13,120 13,024
S2 12,818 12,818 13,097
S3 12,569 12,732 13,075
S4 12,320 12,483 13,006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,194 12,905 289 2.2% 110 0.8% 98% True False 125,197
10 13,194 12,740 454 3.4% 125 0.9% 98% True False 129,483
20 13,194 12,435 759 5.8% 137 1.0% 99% True False 124,000
40 13,530 12,435 1,095 8.3% 155 1.2% 69% False False 123,308
60 13,599 12,435 1,164 8.8% 142 1.1% 65% False False 120,667
80 13,599 12,435 1,164 8.8% 137 1.0% 65% False False 92,941
100 13,599 12,351 1,248 9.5% 133 1.0% 67% False False 74,359
120 13,599 12,323 1,276 9.7% 127 1.0% 68% False False 61,967
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,581
2.618 13,432
1.618 13,341
1.000 13,285
0.618 13,250
HIGH 13,194
0.618 13,159
0.500 13,149
0.382 13,138
LOW 13,103
0.618 13,047
1.000 13,012
1.618 12,956
2.618 12,865
4.250 12,716
Fisher Pivots for day following 10-Dec-2012
Pivot 1 day 3 day
R1 13,174 13,157
PP 13,161 13,126
S1 13,149 13,096

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

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