mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 12-Dec-2012
Day Change Summary
Previous Current
11-Dec-2012 12-Dec-2012 Change Change % Previous Week
Open 13,169 13,275 106 0.8% 13,003
High 13,304 13,326 22 0.2% 13,154
Low 13,152 13,221 69 0.5% 12,905
Close 13,278 13,230 -48 -0.4% 13,143
Range 152 105 -47 -30.9% 249
ATR 140 137 -2 -1.8% 0
Volume 115,980 141,546 25,566 22.0% 658,708
Daily Pivots for day following 12-Dec-2012
Classic Woodie Camarilla DeMark
R4 13,574 13,507 13,288
R3 13,469 13,402 13,259
R2 13,364 13,364 13,249
R1 13,297 13,297 13,240 13,278
PP 13,259 13,259 13,259 13,250
S1 13,192 13,192 13,221 13,173
S2 13,154 13,154 13,211
S3 13,049 13,087 13,201
S4 12,944 12,982 13,172
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 13,326 12,997 329 2.5% 108 0.8% 71% True False 118,845
10 13,326 12,905 421 3.2% 115 0.9% 77% True False 125,525
20 13,326 12,435 891 6.7% 137 1.0% 89% True False 126,205
40 13,530 12,435 1,095 8.3% 153 1.2% 73% False False 124,185
60 13,599 12,435 1,164 8.8% 144 1.1% 68% False False 121,618
80 13,599 12,435 1,164 8.8% 139 1.1% 68% False False 96,159
100 13,599 12,351 1,248 9.4% 133 1.0% 70% False False 76,934
120 13,599 12,323 1,276 9.6% 128 1.0% 71% False False 64,113
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 False
Bear Hook False
Bull Hook False
Stretch 31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,772
2.618 13,601
1.618 13,496
1.000 13,431
0.618 13,391
HIGH 13,326
0.618 13,286
0.500 13,274
0.382 13,261
LOW 13,221
0.618 13,156
1.000 13,116
1.618 13,051
2.618 12,946
4.250 12,775
Fisher Pivots for day following 12-Dec-2012
Pivot 1 day 3 day
R1 13,274 13,225
PP 13,259 13,220
S1 13,245 13,215

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

View Archives - Comment on this page... - Back to Index of Symbols