mini-sized Dow ($5) Future June 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 12,895 12,899 4 0.0% 12,851
High 12,895 12,899 4 0.0% 12,983
Low 12,869 12,655 -214 -1.7% 12,795
Close 12,869 12,674 -195 -1.5% 12,896
Range 26 244 218 838.5% 188
ATR 95 106 11 11.1% 0
Volume 185 1,357 1,172 633.5% 634
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,475 13,318 12,808
R3 13,231 13,074 12,741
R2 12,987 12,987 12,719
R1 12,830 12,830 12,696 12,787
PP 12,743 12,743 12,743 12,721
S1 12,586 12,586 12,652 12,543
S2 12,499 12,499 12,629
S3 12,255 12,342 12,607
S4 12,011 12,098 12,540
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,455 13,364 13,000
R3 13,267 13,176 12,948
R2 13,079 13,079 12,931
R1 12,988 12,988 12,913 13,034
PP 12,891 12,891 12,891 12,914
S1 12,800 12,800 12,879 12,846
S2 12,703 12,703 12,862
S3 12,515 12,612 12,844
S4 12,327 12,424 12,793
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,952 12,655 297 2.3% 111 0.9% 6% False True 482
10 12,983 12,655 328 2.6% 106 0.8% 6% False True 272
20 12,983 12,632 351 2.8% 98 0.8% 12% False False 152
40 12,983 12,202 781 6.2% 93 0.7% 60% False False 81
60 12,983 11,639 1,344 10.6% 90 0.7% 77% False False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 13,936
2.618 13,538
1.618 13,294
1.000 13,143
0.618 13,050
HIGH 12,899
0.618 12,806
0.500 12,777
0.382 12,748
LOW 12,655
0.618 12,504
1.000 12,411
1.618 12,260
2.618 12,016
4.250 11,618
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 12,777 12,777
PP 12,743 12,743
S1 12,708 12,708

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

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