mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 08-Mar-2012
Day Change Summary
Previous Current
07-Mar-2012 08-Mar-2012 Change Change % Previous Week
Open 12,741 12,837 96 0.8% 12,959
High 12,849 12,949 100 0.8% 13,042
Low 12,741 12,823 82 0.6% 12,861
Close 12,841 12,911 70 0.5% 12,968
Range 108 126 18 16.7% 181
ATR 132 131 0 -0.3% 0
Volume 119,848 87,969 -31,879 -26.6% 594,718
Daily Pivots for day following 08-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,272 13,218 12,980
R3 13,146 13,092 12,946
R2 13,020 13,020 12,934
R1 12,966 12,966 12,923 12,993
PP 12,894 12,894 12,894 12,908
S1 12,840 12,840 12,900 12,867
S2 12,768 12,768 12,888
S3 12,642 12,714 12,876
S4 12,516 12,588 12,842
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 12,994 12,721 273 2.1% 135 1.0% 70% False False 112,756
10 13,042 12,721 321 2.5% 127 1.0% 59% False False 115,232
20 13,042 12,700 342 2.6% 125 1.0% 62% False False 112,345
40 13,042 12,248 794 6.1% 130 1.0% 84% False False 99,779
60 13,042 11,661 1,381 10.7% 144 1.1% 91% False False 94,363
80 13,042 11,077 1,965 15.2% 163 1.3% 93% False False 73,237
100 13,042 11,077 1,965 15.2% 171 1.3% 93% False False 58,594
120 13,042 10,288 2,754 21.3% 187 1.4% 95% False False 48,835
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 27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,485
2.618 13,279
1.618 13,153
1.000 13,075
0.618 13,027
HIGH 12,949
0.618 12,901
0.500 12,886
0.382 12,871
LOW 12,823
0.618 12,745
1.000 12,697
1.618 12,619
2.618 12,493
4.250 12,288
Fisher Pivots for day following 08-Mar-2012
Pivot 1 day 3 day
R1 12,903 12,890
PP 12,894 12,868
S1 12,886 12,847

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

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