mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 14-Dec-2012
Day Change Summary
Previous Current
13-Dec-2012 14-Dec-2012 Change Change % Previous Week
Open 13,221 13,157 -64 -0.5% 13,147
High 13,269 13,216 -53 -0.4% 13,326
Low 13,145 13,116 -29 -0.2% 13,103
Close 13,157 13,150 -7 -0.1% 13,150
Range 124 100 -24 -19.4% 223
ATR 136 134 -3 -1.9% 0
Volume 136,657 50,308 -86,349 -63.2% 533,764
Daily Pivots for day following 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 13,461 13,405 13,205
R3 13,361 13,305 13,178
R2 13,261 13,261 13,168
R1 13,205 13,205 13,159 13,183
PP 13,161 13,161 13,161 13,150
S1 13,105 13,105 13,141 13,083
S2 13,061 13,061 13,132
S3 12,961 13,005 13,123
S4 12,861 12,905 13,095
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 13,862 13,729 13,273
R3 13,639 13,506 13,211
R2 13,416 13,416 13,191
R1 13,283 13,283 13,171 13,350
PP 13,193 13,193 13,193 13,226
S1 13,060 13,060 13,130 13,127
S2 12,970 12,970 13,109
S3 12,747 12,837 13,089
S4 12,524 12,614 13,027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,326 13,103 223 1.7% 115 0.9% 21% False False 106,752
10 13,326 12,905 421 3.2% 118 0.9% 58% False False 119,247
20 13,326 12,435 891 6.8% 127 1.0% 80% False False 119,536
40 13,499 12,435 1,064 8.1% 155 1.2% 67% False False 123,104
60 13,599 12,435 1,164 8.9% 144 1.1% 61% False False 121,081
80 13,599 12,435 1,164 8.9% 139 1.1% 61% False False 98,494
100 13,599 12,435 1,164 8.9% 131 1.0% 61% False False 78,803
120 13,599 12,323 1,276 9.7% 129 1.0% 65% False False 65,671
Crabel Price Patterns
NR True
NR4 True
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 37
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,641
2.618 13,478
1.618 13,378
1.000 13,316
0.618 13,278
HIGH 13,216
0.618 13,178
0.500 13,166
0.382 13,154
LOW 13,116
0.618 13,054
1.000 13,016
1.618 12,954
2.618 12,854
4.250 12,691
Fisher Pivots for day following 14-Dec-2012
Pivot 1 day 3 day
R1 13,166 13,221
PP 13,161 13,197
S1 13,155 13,174

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

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