mini-sized Dow ($5) Future March 2013


Trading Metrics calculated at close of trading on 26-Oct-2012
Day Change Summary
Previous Current
25-Oct-2012 26-Oct-2012 Change Change % Previous Week
Open 12,990 12,930 -60 -0.5% 13,180
High 13,025 12,977 -48 -0.4% 13,215
Low 12,899 12,930 31 0.2% 12,899
Close 12,979 12,977 -2 0.0% 12,977
Range 126 47 -79 -62.7% 316
ATR 97 93 -3 -3.5% 0
Volume 5 16 11 220.0% 52
Daily Pivots for day following 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 13,102 13,087 13,003
R3 13,055 13,040 12,990
R2 13,008 13,008 12,986
R1 12,993 12,993 12,981 13,001
PP 12,961 12,961 12,961 12,965
S1 12,946 12,946 12,973 12,954
S2 12,914 12,914 12,969
S3 12,867 12,899 12,964
S4 12,820 12,852 12,951
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 13,978 13,794 13,151
R3 13,662 13,478 13,064
R2 13,346 13,346 13,035
R1 13,162 13,162 13,006 13,096
PP 13,030 13,030 13,030 12,998
S1 12,846 12,846 12,948 12,780
S2 12,714 12,714 12,919
S3 12,398 12,530 12,890
S4 12,082 12,214 12,803
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,215 12,899 316 2.4% 93 0.7% 25% False False 10
10 13,438 12,899 539 4.2% 78 0.6% 14% False False 7
20 13,473 12,899 574 4.4% 75 0.6% 14% False False 10
40 13,486 12,846 640 4.9% 60 0.5% 20% False False 13
60 13,486 12,827 659 5.1% 42 0.3% 23% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 13,177
2.618 13,100
1.618 13,053
1.000 13,024
0.618 13,006
HIGH 12,977
0.618 12,959
0.500 12,954
0.382 12,948
LOW 12,930
0.618 12,901
1.000 12,883
1.618 12,854
2.618 12,807
4.250 12,730
Fisher Pivots for day following 26-Oct-2012
Pivot 1 day 3 day
R1 12,969 12,972
PP 12,961 12,967
S1 12,954 12,962

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

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