mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 14-May-2012
Day Change Summary
Previous Current
11-May-2012 14-May-2012 Change Change % Previous Week
Open 12,833 12,752 -81 -0.6% 12,870
High 12,883 12,798 -85 -0.7% 12,991
Low 12,723 12,627 -96 -0.8% 12,700
Close 12,788 12,655 -133 -1.0% 12,788
Range 160 171 11 6.9% 291
ATR 160 161 1 0.5% 0
Volume 130,526 160,946 30,420 23.3% 775,216
Daily Pivots for day following 14-May-2012
Classic Woodie Camarilla DeMark
R4 13,206 13,102 12,749
R3 13,035 12,931 12,702
R2 12,864 12,864 12,686
R1 12,760 12,760 12,671 12,727
PP 12,693 12,693 12,693 12,677
S1 12,589 12,589 12,639 12,556
S2 12,522 12,522 12,624
S3 12,351 12,418 12,608
S4 12,180 12,247 12,561
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 13,699 13,535 12,948
R3 13,408 13,244 12,868
R2 13,117 13,117 12,841
R1 12,953 12,953 12,815 12,890
PP 12,826 12,826 12,826 12,795
S1 12,662 12,662 12,761 12,599
S2 12,535 12,535 12,735
S3 12,244 12,371 12,708
S4 11,953 12,080 12,628
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,975 12,627 348 2.7% 177 1.4% 8% False True 164,719
10 13,284 12,627 657 5.2% 174 1.4% 4% False True 138,912
20 13,284 12,627 657 5.2% 163 1.3% 4% False True 129,468
40 13,284 12,627 657 5.2% 153 1.2% 4% False True 119,603
60 13,284 12,627 657 5.2% 138 1.1% 4% False True 91,256
80 13,284 12,460 824 6.5% 123 1.0% 24% False False 68,446
100 13,284 11,930 1,354 10.7% 115 0.9% 54% False False 54,759
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 44
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,525
2.618 13,246
1.618 13,075
1.000 12,969
0.618 12,904
HIGH 12,798
0.618 12,733
0.500 12,713
0.382 12,692
LOW 12,627
0.618 12,521
1.000 12,456
1.618 12,350
2.618 12,179
4.250 11,900
Fisher Pivots for day following 14-May-2012
Pivot 1 day 3 day
R1 12,713 12,759
PP 12,693 12,724
S1 12,674 12,690

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

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