mini-sized Dow ($5) Future March 2013


Trading Metrics calculated at close of trading on 02-Jan-2013
Day Change Summary
Previous Current
31-Dec-2012 02-Jan-2013 Change Change % Previous Week
Open 12,801 13,177 376 2.9% 13,133
High 13,078 13,344 266 2.0% 13,136
Low 12,742 13,166 424 3.3% 12,766
Close 13,027 13,331 304 2.3% 12,777
Range 336 178 -158 -47.0% 370
ATR 157 169 11 7.3% 0
Volume 129,952 151,501 21,549 16.6% 281,256
Daily Pivots for day following 02-Jan-2013
Classic Woodie Camarilla DeMark
R4 13,814 13,751 13,429
R3 13,636 13,573 13,380
R2 13,458 13,458 13,364
R1 13,395 13,395 13,347 13,427
PP 13,280 13,280 13,280 13,296
S1 13,217 13,217 13,315 13,249
S2 13,102 13,102 13,298
S3 12,924 13,039 13,282
S4 12,746 12,861 13,233
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 13,344 12,742 602 4.5% 217 1.6% 98% True False 108,068
10 13,344 12,742 602 4.5% 185 1.4% 98% True False 110,170
20 13,344 12,742 602 4.5% 149 1.1% 98% True False 69,628
40 13,344 12,380 964 7.2% 145 1.1% 99% True False 34,858
60 13,469 12,380 1,089 8.2% 124 0.9% 87% False False 23,241
80 13,486 12,380 1,106 8.3% 104 0.8% 86% False False 17,436
100 13,486 12,380 1,106 8.3% 88 0.7% 86% False False 13,949
120 13,486 12,378 1,108 8.3% 73 0.5% 86% False False 11,624
Crabel Price Patterns
NR True
NR4 True
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 24
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 14,101
2.618 13,810
1.618 13,632
1.000 13,522
0.618 13,454
HIGH 13,344
0.618 13,276
0.500 13,255
0.382 13,234
LOW 13,166
0.618 13,056
1.000 12,988
1.618 12,878
2.618 12,700
4.250 12,410
Fisher Pivots for day following 02-Jan-2013
Pivot 1 day 3 day
R1 13,306 13,235
PP 13,280 13,139
S1 13,255 13,043

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

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