mini-sized Dow ($5) Future March 2013


Trading Metrics calculated at close of trading on 24-Dec-2012
Day Change Summary
Previous Current
21-Dec-2012 24-Dec-2012 Change Change % Previous Week
Open 13,261 13,133 -128 -1.0% 13,132
High 13,267 13,136 -131 -1.0% 13,318
Low 12,963 13,060 97 0.7% 12,963
Close 13,136 13,065 -71 -0.5% 13,136
Range 304 76 -228 -75.0% 355
ATR 135 131 -4 -3.1% 0
Volume 139,153 22,366 -116,787 -83.9% 666,812
Daily Pivots for day following 24-Dec-2012
Classic Woodie Camarilla DeMark
R4 13,315 13,266 13,107
R3 13,239 13,190 13,086
R2 13,163 13,163 13,079
R1 13,114 13,114 13,072 13,101
PP 13,087 13,087 13,087 13,080
S1 13,038 13,038 13,058 13,025
S2 13,011 13,011 13,051
S3 12,935 12,962 13,044
S4 12,859 12,886 13,023
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 14,204 14,025 13,331
R3 13,849 13,670 13,234
R2 13,494 13,494 13,201
R1 13,315 13,315 13,169 13,405
PP 13,139 13,139 13,139 13,184
S1 12,960 12,960 13,104 13,050
S2 12,784 12,784 13,071
S3 12,429 12,605 13,039
S4 12,074 12,250 12,941
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,318 12,963 355 2.7% 153 1.2% 29% False False 112,272
10 13,318 12,963 355 2.7% 135 1.0% 29% False False 84,552
20 13,318 12,664 654 5.0% 130 1.0% 61% False False 42,662
40 13,318 12,380 938 7.2% 129 1.0% 73% False False 21,351
60 13,473 12,380 1,093 8.4% 111 0.9% 63% False False 14,237
80 13,486 12,380 1,106 8.5% 95 0.7% 62% False False 10,682
100 13,486 12,380 1,106 8.5% 77 0.6% 62% False False 8,546
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 28
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 13,459
2.618 13,335
1.618 13,259
1.000 13,212
0.618 13,183
HIGH 13,136
0.618 13,107
0.500 13,098
0.382 13,089
LOW 13,060
0.618 13,013
1.000 12,984
1.618 12,937
2.618 12,861
4.250 12,737
Fisher Pivots for day following 24-Dec-2012
Pivot 1 day 3 day
R1 13,098 13,117
PP 13,087 13,099
S1 13,076 13,082

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

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