mini-sized Dow ($5) Future March 2013


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 12,522 12,642 120 1.0% 12,721
High 12,670 12,690 20 0.2% 12,770
Low 12,512 12,617 105 0.8% 12,380
Close 12,658 12,684 26 0.2% 12,495
Range 158 73 -85 -53.8% 390
ATR 131 126 -4 -3.1% 0
Volume 53 101 48 90.6% 166
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 12,883 12,856 12,724
R3 12,810 12,783 12,704
R2 12,737 12,737 12,698
R1 12,710 12,710 12,691 12,724
PP 12,664 12,664 12,664 12,670
S1 12,637 12,637 12,677 12,651
S2 12,591 12,591 12,671
S3 12,518 12,564 12,664
S4 12,445 12,491 12,644
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,718 13,497 12,710
R3 13,328 13,107 12,602
R2 12,938 12,938 12,567
R1 12,717 12,717 12,531 12,633
PP 12,548 12,548 12,548 12,506
S1 12,327 12,327 12,459 12,243
S2 12,158 12,158 12,424
S3 11,768 11,937 12,388
S4 11,378 11,547 12,281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,711 12,380 331 2.6% 143 1.1% 92% False False 58
10 13,150 12,380 770 6.1% 156 1.2% 39% False False 45
20 13,150 12,380 770 6.1% 123 1.0% 39% False False 27
40 13,473 12,380 1,093 8.6% 97 0.8% 28% False False 19
60 13,486 12,380 1,106 8.7% 77 0.6% 27% False False 17
80 13,486 12,380 1,106 8.7% 59 0.5% 27% False False 13
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 33
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 13,000
2.618 12,881
1.618 12,808
1.000 12,763
0.618 12,735
HIGH 12,690
0.618 12,662
0.500 12,654
0.382 12,645
LOW 12,617
0.618 12,572
1.000 12,544
1.618 12,499
2.618 12,426
4.250 12,307
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 12,674 12,634
PP 12,664 12,585
S1 12,654 12,535

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

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