mini-sized Dow ($5) Future June 2013


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 12,550 12,550 0 0.0% 12,627
High 12,578 12,604 26 0.2% 12,627
Low 12,550 12,550 0 0.0% 12,342
Close 12,578 12,604 26 0.2% 12,415
Range 28 54 26 92.9% 285
ATR 94 91 -3 -3.0% 0
Volume 4 2 -2 -50.0% 25
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 12,748 12,730 12,634
R3 12,694 12,676 12,619
R2 12,640 12,640 12,614
R1 12,622 12,622 12,609 12,631
PP 12,586 12,586 12,586 12,591
S1 12,568 12,568 12,599 12,577
S2 12,532 12,532 12,594
S3 12,478 12,514 12,589
S4 12,424 12,460 12,574
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,316 13,151 12,572
R3 13,031 12,866 12,494
R2 12,746 12,746 12,467
R1 12,581 12,581 12,441 12,521
PP 12,461 12,461 12,461 12,432
S1 12,296 12,296 12,389 12,236
S2 12,176 12,176 12,363
S3 11,891 12,011 12,337
S4 11,606 11,726 12,258
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,604 12,342 262 2.1% 39 0.3% 100% True False 3
10 12,960 12,342 618 4.9% 66 0.5% 42% False False 14
20 13,045 12,342 703 5.6% 51 0.4% 37% False False 11
40 13,405 12,342 1,063 8.4% 42 0.3% 25% False False 8
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,834
2.618 12,745
1.618 12,691
1.000 12,658
0.618 12,637
HIGH 12,604
0.618 12,583
0.500 12,577
0.382 12,571
LOW 12,550
0.618 12,517
1.000 12,496
1.618 12,463
2.618 12,409
4.250 12,321
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 12,595 12,563
PP 12,586 12,522
S1 12,577 12,481

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

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