mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 12,960 12,957 -3 0.0% 12,959
High 12,975 12,973 -2 0.0% 13,042
Low 12,867 12,721 -146 -1.1% 12,861
Close 12,961 12,744 -217 -1.7% 12,968
Range 108 252 144 133.3% 181
ATR 124 134 9 7.3% 0
Volume 108,909 158,473 49,564 45.5% 594,718
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,569 13,408 12,883
R3 13,317 13,156 12,813
R2 13,065 13,065 12,790
R1 12,904 12,904 12,767 12,859
PP 12,813 12,813 12,813 12,790
S1 12,652 12,652 12,721 12,607
S2 12,561 12,561 12,698
S3 12,309 12,400 12,675
S4 12,057 12,148 12,606
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,500 13,415 13,068
R3 13,319 13,234 13,018
R2 13,138 13,138 13,001
R1 13,053 13,053 12,985 13,096
PP 12,957 12,957 12,957 12,978
S1 12,872 12,872 12,952 12,915
S2 12,776 12,776 12,935
S3 12,595 12,691 12,918
S4 12,414 12,510 12,869
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,042 12,721 321 2.5% 142 1.1% 7% False True 125,570
10 13,042 12,721 321 2.5% 124 1.0% 7% False True 116,881
20 13,042 12,700 342 2.7% 125 1.0% 13% False False 110,001
40 13,042 12,248 794 6.2% 130 1.0% 62% False False 98,448
60 13,042 11,661 1,381 10.8% 150 1.2% 78% False False 93,948
80 13,042 11,077 1,965 15.4% 167 1.3% 85% False False 70,640
100 13,042 11,077 1,965 15.4% 173 1.4% 85% False False 56,517
120 13,042 10,288 2,754 21.6% 190 1.5% 89% False False 47,104
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 14,044
2.618 13,633
1.618 13,381
1.000 13,225
0.618 13,129
HIGH 12,973
0.618 12,877
0.500 12,847
0.382 12,817
LOW 12,721
0.618 12,565
1.000 12,469
1.618 12,313
2.618 12,061
4.250 11,650
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 12,847 12,858
PP 12,813 12,820
S1 12,778 12,782

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

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