mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 26-Jan-2012
Day Change Summary
Previous Current
25-Jan-2012 26-Jan-2012 Change Change % Previous Week
Open 12,585 12,640 55 0.4% 12,300
High 12,619 12,640 21 0.2% 12,584
Low 12,500 12,601 101 0.8% 12,265
Close 12,619 12,615 -4 0.0% 12,584
Range 119 39 -80 -67.2% 319
ATR 110 105 -5 -4.6% 0
Volume 4 6 2 50.0% 58
Daily Pivots for day following 26-Jan-2012
Classic Woodie Camarilla DeMark
R4 12,736 12,714 12,637
R3 12,697 12,675 12,626
R2 12,658 12,658 12,622
R1 12,636 12,636 12,619 12,628
PP 12,619 12,619 12,619 12,614
S1 12,597 12,597 12,612 12,589
S2 12,580 12,580 12,608
S3 12,541 12,558 12,604
S4 12,502 12,519 12,594
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 13,435 13,328 12,760
R3 13,116 13,009 12,672
R2 12,797 12,797 12,643
R1 12,690 12,690 12,613 12,744
PP 12,478 12,478 12,478 12,504
S1 12,371 12,371 12,555 12,425
S2 12,159 12,159 12,526
S3 11,840 12,052 12,496
S4 11,521 11,733 12,409
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,640 12,490 150 1.2% 69 0.5% 83% True False 9
10 12,640 12,202 438 3.5% 97 0.8% 94% True False 12
20 12,640 12,013 627 5.0% 79 0.6% 96% True False 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 True
Stretch 17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,806
2.618 12,742
1.618 12,703
1.000 12,679
0.618 12,664
HIGH 12,640
0.618 12,625
0.500 12,621
0.382 12,616
LOW 12,601
0.618 12,577
1.000 12,562
1.618 12,538
2.618 12,499
4.250 12,435
Fisher Pivots for day following 26-Jan-2012
Pivot 1 day 3 day
R1 12,621 12,600
PP 12,619 12,585
S1 12,617 12,570

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

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