mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 01-May-2012
Day Change Summary
Previous Current
30-Apr-2012 01-May-2012 Change Change % Previous Week
Open 13,177 13,166 -11 -0.1% 12,967
High 13,198 13,284 86 0.7% 13,211
Low 13,119 13,105 -14 -0.1% 12,786
Close 13,155 13,218 63 0.5% 13,164
Range 79 179 100 126.6% 425
ATR 146 148 2 1.6% 0
Volume 89,738 82,605 -7,133 -7.9% 586,637
Daily Pivots for day following 01-May-2012
Classic Woodie Camarilla DeMark
R4 13,739 13,658 13,317
R3 13,560 13,479 13,267
R2 13,381 13,381 13,251
R1 13,300 13,300 13,235 13,341
PP 13,202 13,202 13,202 13,223
S1 13,121 13,121 13,202 13,162
S2 13,023 13,023 13,185
S3 12,844 12,942 13,169
S4 12,665 12,763 13,120
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 14,329 14,171 13,398
R3 13,904 13,746 13,281
R2 13,479 13,479 13,242
R1 13,321 13,321 13,203 13,400
PP 13,054 13,054 13,054 13,093
S1 12,896 12,896 13,125 12,975
S2 12,629 12,629 13,086
S3 12,204 12,471 13,047
S4 11,779 12,046 12,930
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,284 12,956 328 2.5% 131 1.0% 80% True False 104,916
10 13,284 12,786 498 3.8% 144 1.1% 87% True False 116,151
20 13,284 12,648 636 4.8% 158 1.2% 90% True False 118,060
40 13,284 12,648 636 4.8% 143 1.1% 90% True False 104,185
60 13,284 12,632 652 4.9% 125 0.9% 90% True False 69,485
80 13,284 12,202 1,082 8.2% 115 0.9% 94% True False 52,116
100 13,284 11,639 1,645 12.4% 111 0.8% 96% True False 41,695
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 14,045
2.618 13,753
1.618 13,574
1.000 13,463
0.618 13,395
HIGH 13,284
0.618 13,216
0.500 13,195
0.382 13,174
LOW 13,105
0.618 12,995
1.000 12,926
1.618 12,816
2.618 12,637
4.250 12,344
Fisher Pivots for day following 01-May-2012
Pivot 1 day 3 day
R1 13,210 13,207
PP 13,202 13,197
S1 13,195 13,186

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

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