mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 12,757 12,816 59 0.5% 12,579
High 12,813 12,982 169 1.3% 12,982
Low 12,696 12,801 105 0.8% 12,573
Close 12,800 12,961 161 1.3% 12,961
Range 117 181 64 54.7% 409
ATR 162 163 1 0.9% 0
Volume 82,562 61,917 -20,645 -25.0% 393,473
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,458 13,390 13,061
R3 13,277 13,209 13,011
R2 13,096 13,096 12,994
R1 13,028 13,028 12,978 13,062
PP 12,915 12,915 12,915 12,932
S1 12,847 12,847 12,945 12,881
S2 12,734 12,734 12,928
S3 12,553 12,666 12,911
S4 12,372 12,485 12,862
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 14,066 13,922 13,186
R3 13,657 13,513 13,074
R2 13,248 13,248 13,036
R1 13,104 13,104 12,999 13,176
PP 12,839 12,839 12,839 12,875
S1 12,695 12,695 12,924 12,767
S2 12,430 12,430 12,886
S3 12,021 12,286 12,849
S4 11,612 11,877 12,736
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,982 12,435 547 4.2% 148 1.1% 96% True False 112,250
10 12,982 12,435 547 4.2% 158 1.2% 96% True False 126,357
20 13,251 12,435 816 6.3% 174 1.3% 64% False False 118,959
40 13,599 12,435 1,164 9.0% 158 1.2% 45% False False 121,885
60 13,599 12,435 1,164 9.0% 146 1.1% 45% False False 100,828
80 13,599 12,435 1,164 9.0% 135 1.0% 45% False False 75,634
100 13,599 12,351 1,248 9.6% 132 1.0% 49% False False 60,511
120 13,599 12,235 1,364 10.5% 122 0.9% 53% False False 50,426
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 46
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,751
2.618 13,456
1.618 13,275
1.000 13,163
0.618 13,094
HIGH 12,982
0.618 12,913
0.500 12,892
0.382 12,870
LOW 12,801
0.618 12,689
1.000 12,620
1.618 12,508
2.618 12,327
4.250 12,032
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 12,938 12,915
PP 12,915 12,870
S1 12,892 12,824

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

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