mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 11-Dec-2012
Day Change Summary
Previous Current
10-Dec-2012 11-Dec-2012 Change Change % Previous Week
Open 13,147 13,169 22 0.2% 13,003
High 13,194 13,304 110 0.8% 13,154
Low 13,103 13,152 49 0.4% 12,905
Close 13,187 13,278 91 0.7% 13,143
Range 91 152 61 67.0% 249
ATR 139 140 1 0.7% 0
Volume 89,273 115,980 26,707 29.9% 658,708
Daily Pivots for day following 11-Dec-2012
Classic Woodie Camarilla DeMark
R4 13,701 13,641 13,362
R3 13,549 13,489 13,320
R2 13,397 13,397 13,306
R1 13,337 13,337 13,292 13,367
PP 13,245 13,245 13,245 13,260
S1 13,185 13,185 13,264 13,215
S2 13,093 13,093 13,250
S3 12,941 13,033 13,236
S4 12,789 12,881 13,195
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 13,304 12,905 399 3.0% 122 0.9% 93% True False 125,154
10 13,304 12,740 564 4.2% 127 1.0% 95% True False 128,516
20 13,304 12,435 869 6.5% 140 1.1% 97% True False 126,043
40 13,530 12,435 1,095 8.2% 154 1.2% 77% False False 123,516
60 13,599 12,435 1,164 8.8% 143 1.1% 72% False False 121,013
80 13,599 12,435 1,164 8.8% 139 1.0% 72% False False 94,390
100 13,599 12,351 1,248 9.4% 134 1.0% 74% False False 75,519
120 13,599 12,323 1,276 9.6% 127 1.0% 75% False False 62,934
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,950
2.618 13,702
1.618 13,550
1.000 13,456
0.618 13,398
HIGH 13,304
0.618 13,246
0.500 13,228
0.382 13,210
LOW 13,152
0.618 13,058
1.000 13,000
1.618 12,906
2.618 12,754
4.250 12,506
Fisher Pivots for day following 11-Dec-2012
Pivot 1 day 3 day
R1 13,261 13,242
PP 13,245 13,206
S1 13,228 13,171

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

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