mini-sized Dow ($5) Future March 2013


Trading Metrics calculated at close of trading on 29-Nov-2012
Day Change Summary
Previous Current
28-Nov-2012 29-Nov-2012 Change Change % Previous Week
Open 12,783 12,866 83 0.6% 12,522
High 12,886 12,969 83 0.6% 12,899
Low 12,664 12,866 202 1.6% 12,512
Close 12,882 12,946 64 0.5% 12,877
Range 222 103 -119 -53.6% 387
ATR 134 131 -2 -1.6% 0
Volume 126 387 261 207.1% 382
Daily Pivots for day following 29-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,236 13,194 13,003
R3 13,133 13,091 12,974
R2 13,030 13,030 12,965
R1 12,988 12,988 12,956 13,009
PP 12,927 12,927 12,927 12,938
S1 12,885 12,885 12,937 12,906
S2 12,824 12,824 12,927
S3 12,721 12,782 12,918
S4 12,618 12,679 12,889
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 12,969 12,664 305 2.4% 141 1.1% 92% True False 152
10 12,969 12,380 589 4.5% 128 1.0% 96% True False 116
20 13,150 12,380 770 5.9% 146 1.1% 74% False False 71
40 13,473 12,380 1,093 8.4% 108 0.8% 52% False False 38
60 13,486 12,380 1,106 8.5% 89 0.7% 51% False False 32
80 13,486 12,380 1,106 8.5% 69 0.5% 51% False False 24
100 13,486 12,310 1,176 9.1% 56 0.4% 54% False False 20
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 33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,407
2.618 13,239
1.618 13,136
1.000 13,072
0.618 13,033
HIGH 12,969
0.618 12,930
0.500 12,918
0.382 12,905
LOW 12,866
0.618 12,802
1.000 12,763
1.618 12,699
2.618 12,596
4.250 12,428
Fisher Pivots for day following 29-Nov-2012
Pivot 1 day 3 day
R1 12,937 12,903
PP 12,927 12,860
S1 12,918 12,817

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

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