mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary
Previous Current
19-Dec-2012 20-Dec-2012 Change Change % Previous Week
Open 13,331 13,227 -104 -0.8% 13,147
High 13,374 13,324 -50 -0.4% 13,326
Low 13,229 13,218 -11 -0.1% 13,103
Close 13,268 13,322 54 0.4% 13,150
Range 145 106 -39 -26.9% 223
ATR 133 131 -2 -1.5% 0
Volume 34,263 15,834 -18,429 -53.8% 533,764
Daily Pivots for day following 20-Dec-2012
Classic Woodie Camarilla DeMark
R4 13,606 13,570 13,380
R3 13,500 13,464 13,351
R2 13,394 13,394 13,342
R1 13,358 13,358 13,332 13,376
PP 13,288 13,288 13,288 13,297
S1 13,252 13,252 13,312 13,270
S2 13,182 13,182 13,303
S3 13,076 13,146 13,293
S4 12,970 13,040 13,264
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% 121 0.9% 80% False False 34,810
10 13,374 13,037 337 2.5% 119 0.9% 85% False False 79,889
20 13,374 12,740 634 4.8% 125 0.9% 92% False False 100,757
40 13,374 12,435 939 7.0% 148 1.1% 94% False False 111,433
60 13,599 12,435 1,164 8.7% 145 1.1% 76% False False 115,866
80 13,599 12,435 1,164 8.7% 139 1.0% 76% False False 100,037
100 13,599 12,435 1,164 8.7% 131 1.0% 76% False False 80,040
120 13,599 12,351 1,248 9.4% 130 1.0% 78% False False 66,702
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 True
Bear Hook True
Bull Hook False
Stretch 35
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,775
2.618 13,602
1.618 13,496
1.000 13,430
0.618 13,390
HIGH 13,324
0.618 13,284
0.500 13,271
0.382 13,259
LOW 13,218
0.618 13,153
1.000 13,112
1.618 13,047
2.618 12,941
4.250 12,768
Fisher Pivots for day following 20-Dec-2012
Pivot 1 day 3 day
R1 13,305 13,313
PP 13,288 13,305
S1 13,271 13,296

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

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