mini-sized Dow ($5) Future March 2013


Trading Metrics calculated at close of trading on 26-Nov-2012
Day Change Summary
Previous Current
23-Nov-2012 26-Nov-2012 Change Change % Previous Week
Open 12,738 12,842 104 0.8% 12,522
High 12,899 12,861 -38 -0.3% 12,899
Low 12,722 12,799 77 0.6% 12,512
Close 12,877 12,861 -16 -0.1% 12,877
Range 177 62 -115 -65.0% 387
ATR 130 126 -4 -2.8% 0
Volume 79 58 -21 -26.6% 382
Daily Pivots for day following 26-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,026 13,006 12,895
R3 12,964 12,944 12,878
R2 12,902 12,902 12,872
R1 12,882 12,882 12,867 12,892
PP 12,840 12,840 12,840 12,846
S1 12,820 12,820 12,855 12,830
S2 12,778 12,778 12,850
S3 12,716 12,758 12,844
S4 12,654 12,696 12,827
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 12,512 387 3.0% 118 0.9% 90% False False 88
10 12,899 12,380 519 4.0% 130 1.0% 93% False False 60
20 13,150 12,380 770 6.0% 129 1.0% 62% False False 40
40 13,473 12,380 1,093 8.5% 102 0.8% 44% False False 25
60 13,486 12,380 1,106 8.6% 83 0.6% 43% False False 22
80 13,486 12,380 1,106 8.6% 64 0.5% 43% False False 17
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 13,125
2.618 13,023
1.618 12,961
1.000 12,923
0.618 12,899
HIGH 12,861
0.618 12,837
0.500 12,830
0.382 12,823
LOW 12,799
0.618 12,761
1.000 12,737
1.618 12,699
2.618 12,637
4.250 12,536
Fisher Pivots for day following 26-Nov-2012
Pivot 1 day 3 day
R1 12,851 12,828
PP 12,840 12,794
S1 12,830 12,761

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

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