mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 21-Dec-2012
Day Change Summary
Previous Current
20-Dec-2012 21-Dec-2012 Change Change % Previous Week
Open 13,227 13,312 85 0.6% 13,188
High 13,324 13,313 -11 -0.1% 13,374
Low 13,218 13,021 -197 -1.5% 13,021
Close 13,322 13,249 -73 -0.5% 13,249
Range 106 292 186 175.5% 353
ATR 131 144 12 9.2% 0
Volume 15,834 2,121 -13,713 -86.6% 125,865
Daily Pivots for day following 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 14,070 13,952 13,410
R3 13,778 13,660 13,329
R2 13,486 13,486 13,303
R1 13,368 13,368 13,276 13,281
PP 13,194 13,194 13,194 13,151
S1 13,076 13,076 13,222 12,989
S2 12,902 12,902 13,196
S3 12,610 12,784 13,169
S4 12,318 12,492 13,089
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 14,274 14,114 13,443
R3 13,921 13,761 13,346
R2 13,568 13,568 13,314
R1 13,408 13,408 13,281 13,488
PP 13,215 13,215 13,215 13,255
S1 13,055 13,055 13,217 13,135
S2 12,862 12,862 13,184
S3 12,509 12,702 13,152
S4 12,156 12,349 13,055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,374 13,021 353 2.7% 159 1.2% 65% False True 25,173
10 13,374 13,021 353 2.7% 137 1.0% 65% False True 65,962
20 13,374 12,740 634 4.8% 130 1.0% 80% False False 97,767
40 13,374 12,435 939 7.1% 152 1.1% 87% False False 108,363
60 13,599 12,435 1,164 8.8% 148 1.1% 70% False False 113,846
80 13,599 12,435 1,164 8.8% 142 1.1% 70% False False 100,063
100 13,599 12,435 1,164 8.8% 134 1.0% 70% False False 80,061
120 13,599 12,351 1,248 9.4% 132 1.0% 72% False False 66,720
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 14,554
2.618 14,078
1.618 13,786
1.000 13,605
0.618 13,494
HIGH 13,313
0.618 13,202
0.500 13,167
0.382 13,133
LOW 13,021
0.618 12,841
1.000 12,729
1.618 12,549
2.618 12,257
4.250 11,780
Fisher Pivots for day following 21-Dec-2012
Pivot 1 day 3 day
R1 13,222 13,232
PP 13,194 13,215
S1 13,167 13,198

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

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