mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 01-Nov-2012
Day Change Summary
Previous Current
31-Oct-2012 01-Nov-2012 Change Change % Previous Week
Open 13,077 12,991 -86 -0.7% 13,251
High 13,124 13,212 88 0.7% 13,316
Low 12,987 12,969 -18 -0.1% 12,937
Close 13,030 13,165 135 1.0% 13,054
Range 137 243 106 77.4% 379
ATR 137 144 8 5.6% 0
Volume 111,943 121,161 9,218 8.2% 681,562
Daily Pivots for day following 01-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,844 13,748 13,299
R3 13,601 13,505 13,232
R2 13,358 13,358 13,210
R1 13,262 13,262 13,187 13,310
PP 13,115 13,115 13,115 13,140
S1 13,019 13,019 13,143 13,067
S2 12,872 12,872 13,121
S3 12,629 12,776 13,098
S4 12,386 12,533 13,031
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 14,239 14,026 13,263
R3 13,860 13,647 13,158
R2 13,481 13,481 13,124
R1 13,268 13,268 13,089 13,185
PP 13,102 13,102 13,102 13,061
S1 12,889 12,889 13,019 12,806
S2 12,723 12,723 12,985
S3 12,344 12,510 12,950
S4 11,965 12,131 12,846
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,212 12,926 286 2.2% 154 1.2% 84% True False 78,818
10 13,499 12,926 573 4.4% 170 1.3% 42% False False 110,959
20 13,599 12,926 673 5.1% 144 1.1% 36% False False 111,448
40 13,599 12,926 673 5.1% 132 1.0% 36% False False 101,530
60 13,599 12,888 711 5.4% 123 0.9% 39% False False 67,758
80 13,599 12,351 1,248 9.5% 125 0.9% 65% False False 50,824
100 13,599 12,323 1,276 9.7% 116 0.9% 66% False False 40,660
120 13,599 11,913 1,686 12.8% 107 0.8% 74% False False 33,884
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 14,245
2.618 13,848
1.618 13,605
1.000 13,455
0.618 13,362
HIGH 13,212
0.618 13,119
0.500 13,091
0.382 13,062
LOW 12,969
0.618 12,819
1.000 12,726
1.618 12,576
2.618 12,333
4.250 11,936
Fisher Pivots for day following 01-Nov-2012
Pivot 1 day 3 day
R1 13,140 13,133
PP 13,115 13,101
S1 13,091 13,069

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

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