mini-sized Dow ($5) Future March 2013


Trading Metrics calculated at close of trading on 04-Jan-2013
Day Change Summary
Previous Current
03-Jan-2013 04-Jan-2013 Change Change % Previous Week
Open 13,324 13,322 -2 0.0% 12,801
High 13,360 13,377 17 0.1% 13,377
Low 13,287 13,296 9 0.1% 12,742
Close 13,319 13,346 27 0.2% 13,346
Range 73 81 8 11.0% 635
ATR 162 156 -6 -3.6% 0
Volume 116,327 100,235 -16,092 -13.8% 498,015
Daily Pivots for day following 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 13,583 13,545 13,391
R3 13,502 13,464 13,368
R2 13,421 13,421 13,361
R1 13,383 13,383 13,354 13,402
PP 13,340 13,340 13,340 13,349
S1 13,302 13,302 13,339 13,321
S2 13,259 13,259 13,331
S3 13,178 13,221 13,324
S4 13,097 13,140 13,302
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 15,060 14,838 13,695
R3 14,425 14,203 13,521
R2 13,790 13,790 13,463
R1 13,568 13,568 13,404 13,679
PP 13,155 13,155 13,155 13,211
S1 12,933 12,933 13,288 13,044
S2 12,520 12,520 13,230
S3 11,885 12,298 13,172
S4 11,250 11,663 12,997
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,377 12,742 635 4.8% 191 1.4% 95% True False 118,507
10 13,377 12,742 635 4.8% 173 1.3% 95% True False 104,403
20 13,377 12,742 635 4.8% 143 1.1% 95% True False 80,383
40 13,377 12,380 997 7.5% 144 1.1% 97% True False 40,272
60 13,438 12,380 1,058 7.9% 124 0.9% 91% False False 26,851
80 13,486 12,380 1,106 8.3% 106 0.8% 87% False False 20,143
100 13,486 12,380 1,106 8.3% 89 0.7% 87% False False 16,115
120 13,486 12,378 1,108 8.3% 74 0.6% 87% False False 13,429
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,721
2.618 13,589
1.618 13,508
1.000 13,458
0.618 13,427
HIGH 13,377
0.618 13,346
0.500 13,337
0.382 13,327
LOW 13,296
0.618 13,246
1.000 13,215
1.618 13,165
2.618 13,084
4.250 12,952
Fisher Pivots for day following 04-Jan-2013
Pivot 1 day 3 day
R1 13,343 13,321
PP 13,340 13,296
S1 13,337 13,272

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

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