mini-sized Dow ($5) Future June 2013


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 12,550 12,584 34 0.3% 12,627
High 12,604 12,645 41 0.3% 12,627
Low 12,550 12,584 34 0.3% 12,342
Close 12,604 12,645 41 0.3% 12,415
Range 54 61 7 13.0% 285
ATR 91 89 -2 -2.4% 0
Volume 2 1 -1 -50.0% 25
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 12,808 12,787 12,679
R3 12,747 12,726 12,662
R2 12,686 12,686 12,656
R1 12,665 12,665 12,651 12,676
PP 12,625 12,625 12,625 12,630
S1 12,604 12,604 12,640 12,615
S2 12,564 12,564 12,634
S3 12,503 12,543 12,628
S4 12,442 12,482 12,612
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 12,645 12,342 303 2.4% 46 0.4% 100% True False 3
10 12,770 12,342 428 3.4% 47 0.4% 71% False False 10
20 13,045 12,342 703 5.6% 53 0.4% 43% False False 10
40 13,405 12,342 1,063 8.4% 44 0.3% 29% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 12,904
2.618 12,805
1.618 12,744
1.000 12,706
0.618 12,683
HIGH 12,645
0.618 12,622
0.500 12,615
0.382 12,607
LOW 12,584
0.618 12,546
1.000 12,523
1.618 12,485
2.618 12,424
4.250 12,325
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 12,635 12,629
PP 12,625 12,613
S1 12,615 12,598

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

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