mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 12,949 12,940 -9 -0.1% 12,579
High 12,951 12,971 20 0.2% 12,982
Low 12,870 12,845 -25 -0.2% 12,573
Close 12,936 12,862 -74 -0.6% 12,961
Range 81 126 45 55.6% 409
ATR 158 156 -2 -1.5% 0
Volume 90,154 125,648 35,494 39.4% 393,473
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,271 13,192 12,931
R3 13,145 13,066 12,897
R2 13,019 13,019 12,885
R1 12,940 12,940 12,874 12,917
PP 12,893 12,893 12,893 12,881
S1 12,814 12,814 12,851 12,791
S2 12,767 12,767 12,839
S3 12,641 12,688 12,827
S4 12,515 12,562 12,793
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 12,666 316 2.5% 123 1.0% 62% False False 96,635
10 12,982 12,435 547 4.3% 153 1.2% 78% False False 123,571
20 13,251 12,435 816 6.3% 172 1.3% 52% False False 122,543
40 13,599 12,435 1,164 9.0% 154 1.2% 37% False False 119,933
60 13,599 12,435 1,164 9.0% 144 1.1% 37% False False 104,415
80 13,599 12,435 1,164 9.0% 132 1.0% 37% False False 78,331
100 13,599 12,351 1,248 9.7% 133 1.0% 41% False False 62,668
120 13,599 12,235 1,364 10.6% 124 1.0% 46% False False 52,225
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,507
2.618 13,301
1.618 13,175
1.000 13,097
0.618 13,049
HIGH 12,971
0.618 12,923
0.500 12,908
0.382 12,893
LOW 12,845
0.618 12,767
1.000 12,719
1.618 12,641
2.618 12,515
4.250 12,310
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 12,908 12,892
PP 12,893 12,882
S1 12,877 12,872

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

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