mini-sized Dow ($5) Future March 2013


Trading Metrics calculated at close of trading on 18-Oct-2012
Day Change Summary
Previous Current
17-Oct-2012 18-Oct-2012 Change Change % Previous Week
Open 13,390 13,415 25 0.2% 13,450
High 13,438 13,415 -23 -0.2% 13,469
Low 13,390 13,410 20 0.1% 13,168
Close 13,412 13,410 -2 0.0% 13,168
Range 48 5 -43 -89.6% 301
ATR 83 77 -6 -6.7% 0
Volume 12 4 -8 -66.7% 31
Daily Pivots for day following 18-Oct-2012
Classic Woodie Camarilla DeMark
R4 13,427 13,423 13,413
R3 13,422 13,418 13,412
R2 13,417 13,417 13,411
R1 13,413 13,413 13,411 13,413
PP 13,412 13,412 13,412 13,411
S1 13,408 13,408 13,410 13,408
S2 13,407 13,407 13,409
S3 13,402 13,403 13,409
S4 13,397 13,398 13,407
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 14,171 13,971 13,334
R3 13,870 13,670 13,251
R2 13,569 13,569 13,223
R1 13,369 13,369 13,196 13,319
PP 13,268 13,268 13,268 13,243
S1 13,068 13,068 13,141 13,018
S2 12,967 12,967 13,113
S3 12,666 12,767 13,085
S4 12,365 12,466 13,003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,438 13,168 270 2.0% 41 0.3% 90% False False 6
10 13,473 13,168 305 2.3% 58 0.4% 79% False False 6
20 13,486 13,168 318 2.4% 66 0.5% 76% False False 14
40 13,486 12,827 659 4.9% 47 0.4% 88% False False 12
60 13,486 12,676 810 6.0% 32 0.2% 91% False False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,436
2.618 13,428
1.618 13,423
1.000 13,420
0.618 13,418
HIGH 13,415
0.618 13,413
0.500 13,413
0.382 13,412
LOW 13,410
0.618 13,407
1.000 13,405
1.618 13,402
2.618 13,397
4.250 13,389
Fisher Pivots for day following 18-Oct-2012
Pivot 1 day 3 day
R1 13,413 13,391
PP 13,412 13,373
S1 13,411 13,354

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

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