mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 11-May-2012
Day Change Summary
Previous Current
10-May-2012 11-May-2012 Change Change % Previous Week
Open 12,738 12,700 -38 -0.3% 12,811
High 12,800 12,784 -16 -0.1% 12,890
Low 12,711 12,665 -46 -0.4% 12,665
Close 12,765 12,717 -48 -0.4% 12,717
Range 89 119 30 33.7% 225
ATR 120 120 0 0.0% 0
Volume 116 9 -107 -92.2% 197
Daily Pivots for day following 11-May-2012
Classic Woodie Camarilla DeMark
R4 13,079 13,017 12,783
R3 12,960 12,898 12,750
R2 12,841 12,841 12,739
R1 12,779 12,779 12,728 12,810
PP 12,722 12,722 12,722 12,738
S1 12,660 12,660 12,706 12,691
S2 12,603 12,603 12,695
S3 12,484 12,541 12,684
S4 12,365 12,422 12,652
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 13,432 13,300 12,841
R3 13,207 13,075 12,779
R2 12,982 12,982 12,758
R1 12,850 12,850 12,738 12,804
PP 12,757 12,757 12,757 12,734
S1 12,625 12,625 12,697 12,579
S2 12,532 12,532 12,676
S3 12,307 12,400 12,655
S4 12,082 12,175 12,593
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,890 12,665 225 1.8% 139 1.1% 23% False True 39
10 13,213 12,665 548 4.3% 111 0.9% 9% False True 26
20 13,213 12,665 548 4.3% 85 0.7% 9% False True 16
40 13,213 12,596 617 4.9% 87 0.7% 20% False False 14
60 13,213 12,596 617 4.9% 77 0.6% 20% False False 14
80 13,213 12,444 769 6.0% 60 0.5% 36% False False 11
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 22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,290
2.618 13,096
1.618 12,977
1.000 12,903
0.618 12,858
HIGH 12,784
0.618 12,739
0.500 12,725
0.382 12,711
LOW 12,665
0.618 12,592
1.000 12,546
1.618 12,473
2.618 12,354
4.250 12,159
Fisher Pivots for day following 11-May-2012
Pivot 1 day 3 day
R1 12,725 12,735
PP 12,722 12,729
S1 12,720 12,723

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

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