mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 12,485 12,555 70 0.6% 12,778
High 12,577 12,570 -7 -0.1% 12,829
Low 12,457 12,376 -81 -0.7% 12,492
Close 12,553 12,526 -27 -0.2% 12,568
Range 120 194 74 61.7% 337
ATR 173 174 2 0.9% 0
Volume 103,948 175,593 71,645 68.9% 702,630
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,073 12,993 12,633
R3 12,879 12,799 12,579
R2 12,685 12,685 12,562
R1 12,605 12,605 12,544 12,548
PP 12,491 12,491 12,491 12,462
S1 12,411 12,411 12,508 12,354
S2 12,297 12,297 12,491
S3 12,103 12,217 12,473
S4 11,909 12,023 12,419
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,641 13,441 12,753
R3 13,304 13,104 12,661
R2 12,967 12,967 12,630
R1 12,767 12,767 12,599 12,699
PP 12,630 12,630 12,630 12,595
S1 12,430 12,430 12,537 12,362
S2 12,293 12,293 12,506
S3 11,956 12,093 12,475
S4 11,619 11,756 12,383
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,606 12,376 230 1.8% 146 1.2% 65% False True 127,019
10 12,829 12,376 453 3.6% 165 1.3% 33% False True 132,171
20 12,829 11,884 945 7.5% 193 1.5% 68% False False 108,069
40 13,152 11,884 1,268 10.1% 167 1.3% 51% False False 54,120
60 13,213 11,884 1,329 10.6% 136 1.1% 48% False False 36,083
80 13,213 11,884 1,329 10.6% 122 1.0% 48% False False 27,067
100 13,213 11,884 1,329 10.6% 105 0.8% 48% False False 21,654
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 25
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,395
2.618 13,078
1.618 12,884
1.000 12,764
0.618 12,690
HIGH 12,570
0.618 12,496
0.500 12,473
0.382 12,450
LOW 12,376
0.618 12,256
1.000 12,182
1.618 12,062
2.618 11,868
4.250 11,552
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 12,508 12,510
PP 12,491 12,493
S1 12,473 12,477

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

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