mini-sized Dow ($5) Future March 2013


Trading Metrics calculated at close of trading on 31-Dec-2012
Day Change Summary
Previous Current
28-Dec-2012 31-Dec-2012 Change Change % Previous Week
Open 13,022 12,801 -221 -1.7% 13,133
High 13,052 13,078 26 0.2% 13,136
Low 12,766 12,742 -24 -0.2% 12,766
Close 12,777 13,027 250 2.0% 12,777
Range 286 336 50 17.5% 370
ATR 144 157 14 9.6% 0
Volume 94,521 129,952 35,431 37.5% 281,256
Daily Pivots for day following 31-Dec-2012
Classic Woodie Camarilla DeMark
R4 13,957 13,828 13,212
R3 13,621 13,492 13,120
R2 13,285 13,285 13,089
R1 13,156 13,156 13,058 13,221
PP 12,949 12,949 12,949 12,981
S1 12,820 12,820 12,996 12,885
S2 12,613 12,613 12,966
S3 12,277 12,484 12,935
S4 11,941 12,148 12,842
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 14,003 13,760 12,981
R3 13,633 13,390 12,879
R2 13,263 13,263 12,845
R1 13,020 13,020 12,811 12,957
PP 12,893 12,893 12,893 12,861
S1 12,650 12,650 12,743 12,587
S2 12,523 12,523 12,709
S3 12,153 12,280 12,675
S4 11,783 11,910 12,574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,136 12,742 394 3.0% 197 1.5% 72% False True 82,241
10 13,318 12,742 576 4.4% 179 1.4% 49% False True 107,802
20 13,318 12,742 576 4.4% 147 1.1% 49% False True 62,063
40 13,318 12,380 938 7.2% 144 1.1% 69% False False 31,071
60 13,473 12,380 1,093 8.4% 121 0.9% 59% False False 20,716
80 13,486 12,380 1,106 8.5% 102 0.8% 58% False False 15,542
100 13,486 12,380 1,106 8.5% 86 0.7% 58% False False 12,434
120 13,486 12,310 1,176 9.0% 72 0.6% 61% False False 10,362
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 14,506
2.618 13,958
1.618 13,622
1.000 13,414
0.618 13,286
HIGH 13,078
0.618 12,950
0.500 12,910
0.382 12,870
LOW 12,742
0.618 12,534
1.000 12,406
1.618 12,198
2.618 11,862
4.250 11,314
Fisher Pivots for day following 31-Dec-2012
Pivot 1 day 3 day
R1 12,988 12,988
PP 12,949 12,949
S1 12,910 12,911

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

View Archives - Comment on this page... - Back to Index of Symbols