mini-sized Dow ($5) Future March 2013


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 12,667 12,465 -202 -1.6% 12,940
High 12,711 12,509 -202 -1.6% 13,150
Low 12,450 12,400 -50 -0.4% 12,642
Close 12,470 12,449 -21 -0.2% 12,692
Range 261 109 -152 -58.2% 508
ATR 130 128 -1 -1.1% 0
Volume 36 30 -6 -16.7% 147
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 12,780 12,723 12,509
R3 12,671 12,614 12,479
R2 12,562 12,562 12,469
R1 12,505 12,505 12,459 12,479
PP 12,453 12,453 12,453 12,440
S1 12,396 12,396 12,439 12,370
S2 12,344 12,344 12,429
S3 12,235 12,287 12,419
S4 12,126 12,178 12,389
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 12,770 12,400 370 3.0% 141 1.1% 13% False True 23
10 13,150 12,400 750 6.0% 155 1.2% 7% False True 27
20 13,310 12,400 910 7.3% 124 1.0% 5% False True 17
40 13,486 12,400 1,086 8.7% 95 0.8% 5% False True 15
60 13,486 12,400 1,086 8.7% 73 0.6% 5% False True 14
80 13,486 12,400 1,086 8.7% 55 0.4% 5% False True 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,972
2.618 12,794
1.618 12,685
1.000 12,618
0.618 12,576
HIGH 12,509
0.618 12,467
0.500 12,455
0.382 12,442
LOW 12,400
0.618 12,333
1.000 12,291
1.618 12,224
2.618 12,115
4.250 11,937
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 12,455 12,585
PP 12,453 12,540
S1 12,451 12,494

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

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