mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 09-Feb-2012
Day Change Summary
Previous Current
08-Feb-2012 09-Feb-2012 Change Change % Previous Week
Open 12,825 12,840 15 0.1% 12,625
High 12,870 12,894 24 0.2% 12,833
Low 12,776 12,789 13 0.1% 12,476
Close 12,843 12,842 -1 0.0% 12,793
Range 94 105 11 11.7% 357
ATR 143 141 -3 -1.9% 0
Volume 78,245 104,105 25,860 33.1% 465,077
Daily Pivots for day following 09-Feb-2012
Classic Woodie Camarilla DeMark
R4 13,157 13,104 12,900
R3 13,052 12,999 12,871
R2 12,947 12,947 12,861
R1 12,894 12,894 12,852 12,921
PP 12,842 12,842 12,842 12,855
S1 12,789 12,789 12,833 12,816
S2 12,737 12,737 12,823
S3 12,632 12,684 12,813
S4 12,527 12,579 12,784
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 13,772 13,639 12,989
R3 13,415 13,282 12,891
R2 13,058 13,058 12,859
R1 12,925 12,925 12,826 12,992
PP 12,701 12,701 12,701 12,734
S1 12,568 12,568 12,760 12,635
S2 12,344 12,344 12,728
S3 11,987 12,211 12,695
S4 11,630 11,854 12,597
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,894 12,645 249 1.9% 116 0.9% 79% True False 84,605
10 12,894 12,476 418 3.3% 133 1.0% 88% True False 89,829
20 12,894 12,248 646 5.0% 137 1.1% 92% True False 88,381
40 12,894 11,661 1,233 9.6% 148 1.2% 96% True False 84,622
60 12,894 11,077 1,817 14.1% 172 1.3% 97% True False 61,936
80 12,894 11,077 1,817 14.1% 182 1.4% 97% True False 46,457
100 12,894 10,288 2,606 20.3% 199 1.5% 98% True False 37,173
120 12,894 10,288 2,606 20.3% 178 1.4% 98% True False 30,979
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,340
2.618 13,169
1.618 13,064
1.000 12,999
0.618 12,959
HIGH 12,894
0.618 12,854
0.500 12,842
0.382 12,829
LOW 12,789
0.618 12,724
1.000 12,684
1.618 12,619
2.618 12,514
4.250 12,343
Fisher Pivots for day following 09-Feb-2012
Pivot 1 day 3 day
R1 12,842 12,832
PP 12,842 12,822
S1 12,842 12,812

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

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