mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 18-Dec-2012
Day Change Summary
Previous Current
17-Dec-2012 18-Dec-2012 Change Change % Previous Week
Open 13,188 13,246 58 0.4% 13,147
High 13,255 13,362 107 0.8% 13,326
Low 13,140 13,226 86 0.7% 13,103
Close 13,245 13,329 84 0.6% 13,150
Range 115 136 21 18.3% 223
ATR 132 133 0 0.2% 0
Volume 39,749 33,898 -5,851 -14.7% 533,764
Daily Pivots for day following 18-Dec-2012
Classic Woodie Camarilla DeMark
R4 13,714 13,657 13,404
R3 13,578 13,521 13,367
R2 13,442 13,442 13,354
R1 13,385 13,385 13,342 13,414
PP 13,306 13,306 13,306 13,320
S1 13,249 13,249 13,317 13,278
S2 13,170 13,170 13,304
S3 13,034 13,113 13,292
S4 12,898 12,977 13,254
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 13,362 13,116 246 1.8% 116 0.9% 87% True False 80,431
10 13,362 12,905 457 3.4% 119 0.9% 93% True False 102,793
20 13,362 12,666 696 5.2% 123 0.9% 95% True False 108,525
40 13,362 12,435 927 7.0% 152 1.1% 96% True False 117,793
60 13,599 12,435 1,164 8.7% 145 1.1% 77% False False 119,187
80 13,599 12,435 1,164 8.7% 138 1.0% 77% False False 99,414
100 13,599 12,435 1,164 8.7% 130 1.0% 77% False False 79,539
120 13,599 12,351 1,248 9.4% 129 1.0% 78% False False 66,285
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,940
2.618 13,718
1.618 13,582
1.000 13,498
0.618 13,446
HIGH 13,362
0.618 13,310
0.500 13,294
0.382 13,278
LOW 13,226
0.618 13,142
1.000 13,090
1.618 13,006
2.618 12,870
4.250 12,648
Fisher Pivots for day following 18-Dec-2012
Pivot 1 day 3 day
R1 13,317 13,299
PP 13,306 13,269
S1 13,294 13,239

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

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