mini-sized Dow ($5) Future June 2013


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 12,750 12,612 -138 -1.1% 12,894
High 12,770 12,612 -158 -1.2% 13,045
Low 12,619 12,612 -7 -0.1% 12,612
Close 12,619 12,612 -7 -0.1% 12,612
Range 151 0 -151 -100.0% 433
ATR 103 96 -7 -6.7% 0
Volume 67 7 -60 -89.6% 142
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 12,612 12,612 12,612
R3 12,612 12,612 12,612
R2 12,612 12,612 12,612
R1 12,612 12,612 12,612 12,612
PP 12,612 12,612 12,612 12,612
S1 12,612 12,612 12,612 12,612
S2 12,612 12,612 12,612
S3 12,612 12,612 12,612
S4 12,612 12,612 12,612
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 14,055 13,767 12,850
R3 13,622 13,334 12,731
R2 13,189 13,189 12,692
R1 12,901 12,901 12,652 12,829
PP 12,756 12,756 12,756 12,720
S1 12,468 12,468 12,572 12,396
S2 12,323 12,323 12,533
S3 11,890 12,035 12,493
S4 11,457 11,602 12,374
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,045 12,612 433 3.4% 100 0.8% 0% False True 28
10 13,045 12,612 433 3.4% 74 0.6% 0% False True 16
20 13,331 12,612 719 5.7% 59 0.5% 0% False True 12
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 4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,612
2.618 12,612
1.618 12,612
1.000 12,612
0.618 12,612
HIGH 12,612
0.618 12,612
0.500 12,612
0.382 12,612
LOW 12,612
0.618 12,612
1.000 12,612
1.618 12,612
2.618 12,612
4.250 12,612
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 12,612 12,786
PP 12,612 12,728
S1 12,612 12,670

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

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