mini-sized Dow ($5) Future March 2013


Trading Metrics calculated at close of trading on 04-Dec-2012
Day Change Summary
Previous Current
03-Dec-2012 04-Dec-2012 Change Change % Previous Week
Open 12,917 12,860 -57 -0.4% 12,842
High 13,000 12,930 -70 -0.5% 12,984
Low 12,860 12,831 -29 -0.2% 12,664
Close 12,875 12,859 -16 -0.1% 12,933
Range 140 99 -41 -29.3% 320
ATR 129 127 -2 -1.7% 0
Volume 208 391 183 88.0% 878
Daily Pivots for day following 04-Dec-2012
Classic Woodie Camarilla DeMark
R4 13,170 13,114 12,914
R3 13,071 13,015 12,886
R2 12,972 12,972 12,877
R1 12,916 12,916 12,868 12,895
PP 12,873 12,873 12,873 12,863
S1 12,817 12,817 12,850 12,796
S2 12,774 12,774 12,841
S3 12,675 12,718 12,832
S4 12,576 12,619 12,805
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,820 13,697 13,109
R3 13,500 13,377 13,021
R2 13,180 13,180 12,992
R1 13,057 13,057 12,962 13,119
PP 12,860 12,860 12,860 12,891
S1 12,737 12,737 12,904 12,799
S2 12,540 12,540 12,874
S3 12,220 12,417 12,845
S4 11,900 12,097 12,757
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,000 12,664 336 2.6% 131 1.0% 58% False False 261
10 13,000 12,617 383 3.0% 122 1.0% 63% False False 180
20 13,150 12,380 770 6.0% 143 1.1% 62% False False 108
40 13,469 12,380 1,089 8.5% 113 0.9% 44% False False 58
60 13,486 12,380 1,106 8.6% 91 0.7% 43% False False 45
80 13,486 12,380 1,106 8.6% 74 0.6% 43% False False 34
100 13,486 12,378 1,108 8.6% 59 0.5% 43% False False 28
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 30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,351
2.618 13,189
1.618 13,090
1.000 13,029
0.618 12,991
HIGH 12,930
0.618 12,892
0.500 12,881
0.382 12,869
LOW 12,831
0.618 12,770
1.000 12,732
1.618 12,671
2.618 12,572
4.250 12,410
Fisher Pivots for day following 04-Dec-2012
Pivot 1 day 3 day
R1 12,881 12,916
PP 12,873 12,897
S1 12,866 12,878

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

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