mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 19-Dec-2012
Day Change Summary
Previous Current
18-Dec-2012 19-Dec-2012 Change Change % Previous Week
Open 13,246 13,331 85 0.6% 13,147
High 13,362 13,374 12 0.1% 13,326
Low 13,226 13,229 3 0.0% 13,103
Close 13,329 13,268 -61 -0.5% 13,150
Range 136 145 9 6.6% 223
ATR 133 133 1 0.7% 0
Volume 33,898 34,263 365 1.1% 533,764
Daily Pivots for day following 19-Dec-2012
Classic Woodie Camarilla DeMark
R4 13,725 13,642 13,348
R3 13,580 13,497 13,308
R2 13,435 13,435 13,295
R1 13,352 13,352 13,281 13,321
PP 13,290 13,290 13,290 13,275
S1 13,207 13,207 13,255 13,176
S2 13,145 13,145 13,242
S3 13,000 13,062 13,228
S4 12,855 12,917 13,188
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 13,374 13,116 258 1.9% 124 0.9% 59% True False 58,975
10 13,374 12,997 377 2.8% 116 0.9% 72% True False 88,910
20 13,374 12,696 678 5.1% 125 0.9% 84% True False 104,093
40 13,374 12,435 939 7.1% 148 1.1% 89% True False 114,156
60 13,599 12,435 1,164 8.8% 145 1.1% 72% False False 117,634
80 13,599 12,435 1,164 8.8% 139 1.0% 72% False False 99,841
100 13,599 12,435 1,164 8.8% 131 1.0% 72% False False 79,881
120 13,599 12,351 1,248 9.4% 129 1.0% 73% False False 66,571
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 True
Bear Hook False
Bull Hook False
Stretch 36
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 13,990
2.618 13,754
1.618 13,609
1.000 13,519
0.618 13,464
HIGH 13,374
0.618 13,319
0.500 13,302
0.382 13,285
LOW 13,229
0.618 13,140
1.000 13,084
1.618 12,995
2.618 12,850
4.250 12,613
Fisher Pivots for day following 19-Dec-2012
Pivot 1 day 3 day
R1 13,302 13,264
PP 13,290 13,261
S1 13,279 13,257

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

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