mini-sized Dow ($5) Future March 2013


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 12,625 12,738 113 0.9% 12,522
High 12,741 12,899 158 1.2% 12,899
Low 12,623 12,722 99 0.8% 12,512
Close 12,725 12,877 152 1.2% 12,877
Range 118 177 59 50.0% 387
ATR 126 130 4 2.9% 0
Volume 149 79 -70 -47.0% 382
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,364 13,297 12,974
R3 13,187 13,120 12,926
R2 13,010 13,010 12,910
R1 12,943 12,943 12,893 12,977
PP 12,833 12,833 12,833 12,849
S1 12,766 12,766 12,861 12,800
S2 12,656 12,656 12,845
S3 12,479 12,589 12,828
S4 12,302 12,412 12,780
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,924 13,787 13,090
R3 13,537 13,400 12,984
R2 13,150 13,150 12,948
R1 13,013 13,013 12,913 13,082
PP 12,763 12,763 12,763 12,797
S1 12,626 12,626 12,842 12,695
S2 12,376 12,376 12,806
S3 11,989 12,239 12,771
S4 11,602 11,852 12,664
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,899 12,380 519 4.0% 128 1.0% 96% True False 90
10 12,899 12,380 519 4.0% 135 1.0% 96% True False 57
20 13,150 12,380 770 6.0% 129 1.0% 65% False False 38
40 13,473 12,380 1,093 8.5% 103 0.8% 45% False False 25
60 13,486 12,380 1,106 8.6% 82 0.6% 45% False False 21
80 13,486 12,380 1,106 8.6% 63 0.5% 45% False False 16
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 30
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 13,651
2.618 13,363
1.618 13,186
1.000 13,076
0.618 13,009
HIGH 12,899
0.618 12,832
0.500 12,811
0.382 12,790
LOW 12,722
0.618 12,613
1.000 12,545
1.618 12,436
2.618 12,259
4.250 11,970
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 12,855 12,837
PP 12,833 12,798
S1 12,811 12,758

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

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