mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 23-Mar-2012
Day Change Summary
Previous Current
22-Mar-2012 23-Mar-2012 Change Change % Previous Week
Open 13,070 13,002 -68 -0.5% 13,163
High 13,091 13,041 -50 -0.4% 13,208
Low 12,948 12,932 -16 -0.1% 12,932
Close 13,001 13,032 31 0.2% 13,032
Range 143 109 -34 -23.8% 276
ATR 110 110 0 -0.1% 0
Volume 117,678 85,775 -31,903 -27.1% 507,026
Daily Pivots for day following 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,329 13,289 13,092
R3 13,220 13,180 13,062
R2 13,111 13,111 13,052
R1 13,071 13,071 13,042 13,091
PP 13,002 13,002 13,002 13,012
S1 12,962 12,962 13,022 12,982
S2 12,893 12,893 13,012
S3 12,784 12,853 13,002
S4 12,675 12,744 12,972
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,885 13,735 13,184
R3 13,609 13,459 13,108
R2 13,333 13,333 13,083
R1 13,183 13,183 13,057 13,120
PP 13,057 13,057 13,057 13,026
S1 12,907 12,907 13,007 12,844
S2 12,781 12,781 12,982
S3 12,505 12,631 12,956
S4 12,229 12,355 12,880
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,208 12,932 276 2.1% 116 0.9% 36% False True 101,405
10 13,224 12,813 411 3.2% 113 0.9% 53% False False 105,637
20 13,224 12,655 569 4.4% 114 0.9% 66% False False 59,907
40 13,224 12,460 764 5.9% 100 0.8% 75% False False 29,964
60 13,224 12,082 1,142 8.8% 92 0.7% 83% False False 19,979
Crabel Price Patterns
NR True
NR4 True
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 False
Stretch 28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,504
2.618 13,326
1.618 13,217
1.000 13,150
0.618 13,108
HIGH 13,041
0.618 12,999
0.500 12,987
0.382 12,974
LOW 12,932
0.618 12,865
1.000 12,823
1.618 12,756
2.618 12,647
4.250 12,469
Fisher Pivots for day following 23-Mar-2012
Pivot 1 day 3 day
R1 13,017 13,046
PP 13,002 13,041
S1 12,987 13,037

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

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