mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 12-Nov-2012
Day Change Summary
Previous Current
09-Nov-2012 12-Nov-2012 Change Change % Previous Week
Open 12,777 12,764 -13 -0.1% 12,989
High 12,842 12,816 -26 -0.2% 13,251
Low 12,670 12,732 62 0.5% 12,670
Close 12,764 12,780 16 0.1% 12,764
Range 172 84 -88 -51.2% 581
ATR 171 165 -6 -3.6% 0
Volume 168,559 75,110 -93,449 -55.4% 770,053
Daily Pivots for day following 12-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,028 12,988 12,826
R3 12,944 12,904 12,803
R2 12,860 12,860 12,796
R1 12,820 12,820 12,788 12,840
PP 12,776 12,776 12,776 12,786
S1 12,736 12,736 12,772 12,756
S2 12,692 12,692 12,765
S3 12,608 12,652 12,757
S4 12,524 12,568 12,734
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 14,638 14,282 13,084
R3 14,057 13,701 12,924
R2 13,476 13,476 12,871
R1 13,120 13,120 12,817 13,008
PP 12,895 12,895 12,895 12,839
S1 12,539 12,539 12,711 12,427
S2 12,314 12,314 12,658
S3 11,733 11,958 12,604
S4 11,152 11,377 12,445
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,251 12,670 581 4.5% 209 1.6% 19% False False 152,281
10 13,251 12,670 581 4.5% 191 1.5% 19% False False 121,515
20 13,530 12,670 860 6.7% 169 1.3% 13% False False 120,988
40 13,599 12,670 929 7.3% 145 1.1% 12% False False 118,497
60 13,599 12,670 929 7.3% 138 1.1% 12% False False 83,839
80 13,599 12,351 1,248 9.8% 132 1.0% 34% False False 62,888
100 13,599 12,323 1,276 10.0% 124 1.0% 36% False False 50,312
120 13,599 11,913 1,686 13.2% 113 0.9% 51% False False 41,927
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 41
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 13,173
2.618 13,036
1.618 12,952
1.000 12,900
0.618 12,868
HIGH 12,816
0.618 12,784
0.500 12,774
0.382 12,764
LOW 12,732
0.618 12,680
1.000 12,648
1.618 12,596
2.618 12,512
4.250 12,375
Fisher Pivots for day following 12-Nov-2012
Pivot 1 day 3 day
R1 12,778 12,801
PP 12,776 12,794
S1 12,774 12,787

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

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