mini-sized Dow ($5) Future March 2013


Trading Metrics calculated at close of trading on 07-Nov-2012
Day Change Summary
Previous Current
06-Nov-2012 07-Nov-2012 Change Change % Previous Week
Open 12,980 13,105 125 1.0% 12,914
High 13,131 13,150 19 0.1% 13,100
Low 12,980 12,784 -196 -1.5% 12,900
Close 13,122 12,788 -334 -2.5% 12,912
Range 151 366 215 142.4% 200
ATR 100 119 19 18.9% 0
Volume 6 31 25 416.7% 52
Daily Pivots for day following 07-Nov-2012
Classic Woodie Camarilla DeMark
R4 14,005 13,763 12,989
R3 13,639 13,397 12,889
R2 13,273 13,273 12,855
R1 13,031 13,031 12,822 12,969
PP 12,907 12,907 12,907 12,877
S1 12,665 12,665 12,755 12,603
S2 12,541 12,541 12,721
S3 12,175 12,299 12,687
S4 11,809 11,933 12,587
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,571 13,441 13,022
R3 13,371 13,241 12,967
R2 13,171 13,171 12,949
R1 13,041 13,041 12,930 13,006
PP 12,971 12,971 12,971 12,953
S1 12,841 12,841 12,894 12,806
S2 12,771 12,771 12,875
S3 12,571 12,641 12,857
S4 12,371 12,441 12,802
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,150 12,784 366 2.9% 179 1.4% 1% True True 16
10 13,150 12,784 366 2.9% 121 0.9% 1% True True 11
20 13,438 12,784 654 5.1% 96 0.8% 1% False True 9
40 13,486 12,784 702 5.5% 78 0.6% 1% False True 15
60 13,486 12,784 702 5.5% 59 0.5% 1% False True 10
80 13,486 12,378 1,108 8.7% 44 0.3% 37% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9
Widest range in 86 trading days
Fibonacci Retracements and Extensions
4.250 14,706
2.618 14,108
1.618 13,742
1.000 13,516
0.618 13,376
HIGH 13,150
0.618 13,010
0.500 12,967
0.382 12,924
LOW 12,784
0.618 12,558
1.000 12,418
1.618 12,192
2.618 11,826
4.250 11,229
Fisher Pivots for day following 07-Nov-2012
Pivot 1 day 3 day
R1 12,967 12,967
PP 12,907 12,907
S1 12,848 12,848

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

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