mini-sized Dow ($5) Future March 2013


Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary
Previous Current
13-Nov-2012 14-Nov-2012 Change Change % Previous Week
Open 12,662 12,667 5 0.0% 12,940
High 12,770 12,711 -59 -0.5% 13,150
Low 12,624 12,450 -174 -1.4% 12,642
Close 12,643 12,470 -173 -1.4% 12,692
Range 146 261 115 78.8% 508
ATR 119 130 10 8.5% 0
Volume 9 36 27 300.0% 147
Daily Pivots for day following 14-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,327 13,159 12,614
R3 13,066 12,898 12,542
R2 12,805 12,805 12,518
R1 12,637 12,637 12,494 12,591
PP 12,544 12,544 12,544 12,520
S1 12,376 12,376 12,446 12,330
S2 12,283 12,283 12,422
S3 12,022 12,115 12,398
S4 11,761 11,854 12,327
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 14,352 14,030 12,972
R3 13,844 13,522 12,832
R2 13,336 13,336 12,785
R1 13,014 13,014 12,739 12,921
PP 12,828 12,828 12,828 12,782
S1 12,506 12,506 12,646 12,413
S2 12,320 12,320 12,599
S3 11,812 11,998 12,552
S4 11,304 11,490 12,413
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,845 12,450 395 3.2% 149 1.2% 5% False True 34
10 13,150 12,450 700 5.6% 164 1.3% 3% False True 25
20 13,415 12,450 965 7.7% 119 1.0% 2% False True 16
40 13,486 12,450 1,036 8.3% 92 0.7% 2% False True 15
60 13,486 12,450 1,036 8.3% 71 0.6% 2% False True 13
80 13,486 12,450 1,036 8.3% 54 0.4% 2% False True 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,820
2.618 13,394
1.618 13,133
1.000 12,972
0.618 12,872
HIGH 12,711
0.618 12,611
0.500 12,581
0.382 12,550
LOW 12,450
0.618 12,289
1.000 12,189
1.618 12,028
2.618 11,767
4.250 11,341
Fisher Pivots for day following 14-Nov-2012
Pivot 1 day 3 day
R1 12,581 12,610
PP 12,544 12,563
S1 12,507 12,517

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

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