mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 24-Oct-2012
Day Change Summary
Previous Current
23-Oct-2012 24-Oct-2012 Change Change % Previous Week
Open 13,293 13,038 -255 -1.9% 13,255
High 13,316 13,096 -220 -1.7% 13,530
Low 13,021 12,999 -22 -0.2% 13,208
Close 13,041 13,021 -20 -0.2% 13,252
Range 295 97 -198 -67.1% 322
ATR 141 138 -3 -2.2% 0
Volume 179,734 124,742 -54,992 -30.6% 615,384
Daily Pivots for day following 24-Oct-2012
Classic Woodie Camarilla DeMark
R4 13,330 13,272 13,074
R3 13,233 13,175 13,048
R2 13,136 13,136 13,039
R1 13,078 13,078 13,030 13,059
PP 13,039 13,039 13,039 13,029
S1 12,981 12,981 13,012 12,962
S2 12,942 12,942 13,003
S3 12,845 12,884 12,994
S4 12,748 12,787 12,968
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 14,296 14,096 13,429
R3 13,974 13,774 13,341
R2 13,652 13,652 13,311
R1 13,452 13,452 13,282 13,391
PP 13,330 13,330 13,330 13,300
S1 13,130 13,130 13,223 13,069
S2 13,008 13,008 13,193
S3 12,686 12,808 13,164
S4 12,364 12,486 13,075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,530 12,999 531 4.1% 172 1.3% 4% False True 141,988
10 13,530 12,999 531 4.1% 147 1.1% 4% False True 126,110
20 13,599 12,999 600 4.6% 139 1.1% 4% False True 124,731
40 13,599 12,888 711 5.5% 130 1.0% 19% False False 88,640
60 13,599 12,666 933 7.2% 120 0.9% 38% False False 59,111
80 13,599 12,351 1,248 9.6% 121 0.9% 54% False False 44,337
100 13,599 11,976 1,623 12.5% 111 0.8% 64% False False 35,470
120 13,599 11,913 1,686 12.9% 103 0.8% 66% False False 29,559
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 32
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,508
2.618 13,350
1.618 13,253
1.000 13,193
0.618 13,156
HIGH 13,096
0.618 13,059
0.500 13,048
0.382 13,036
LOW 12,999
0.618 12,939
1.000 12,902
1.618 12,842
2.618 12,745
4.250 12,587
Fisher Pivots for day following 24-Oct-2012
Pivot 1 day 3 day
R1 13,048 13,158
PP 13,039 13,112
S1 13,030 13,067

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

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