mini-sized Dow ($5) Future December 2012

Trading Metrics calculated at close of trading on 15-Mar-2012

Day Change Summary
	Previous	Current
	14-Mar-2012	15-Mar-2012	Change	Change %	Previous Week
Open	12,909	13,109	200	1.5%	12,700
High	13,000	13,109	109	0.8%	12,751
Low	12,908	13,034	126	1.0%	12,534
Close	13,000	13,034	34	0.3%	12,720
Range	92	75	-17	-18.5%	217
ATR	76	78	2	3.1%	0
Volume	2	2	0	0.0%	12

Daily Pivots for day following 15-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,284	13,234	13,075
R3	13,209	13,159	13,055
R2	13,134	13,134	13,048
R1	13,084	13,084	13,041	13,072
PP	13,059	13,059	13,059	13,053
S1	13,009	13,009	13,027	12,997
S2	12,984	12,984	13,020
S3	12,909	12,934	13,014
S4	12,834	12,859	12,993

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,319	13,237	12,839
R3	13,102	13,020	12,780
R2	12,885	12,885	12,760
R1	12,803	12,803	12,740	12,844
PP	12,668	12,668	12,668	12,689
S1	12,586	12,586	12,700	12,627
S2	12,451	12,451	12,680
S3	12,234	12,369	12,660
S4	12,017	12,152	12,601

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,109	12,720	389	3.0%	34	0.3%	81%	True	False	2
10	13,109	12,534	575	4.4%	22	0.2%	87%	True	False	2
20	13,109	12,534	575	4.4%	22	0.2%	87%	True	False	1

Crabel Price Patterns
NR	True
NR4	False
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	0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,428
2.618	13,305
1.618	13,230
1.000	13,184
0.618	13,155
HIGH	13,109
0.618	13,080
0.500	13,072
0.382	13,063
LOW	13,034
0.618	12,988
1.000	12,959
1.618	12,913
2.618	12,838
4.250	12,715

Fisher Pivots for day following 15-Mar-2012
Pivot	1 day	3 day
R1	13,072	13,026
PP	13,059	13,017
S1	13,047	13,009

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols