mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 28-Mar-2012
Day Change Summary
Previous Current
27-Mar-2012 28-Mar-2012 Change Change % Previous Week
Open 13,197 13,124 -73 -0.6% 13,163
High 13,245 13,177 -68 -0.5% 13,208
Low 13,122 13,003 -119 -0.9% 12,932
Close 13,124 13,053 -71 -0.5% 13,032
Range 123 174 51 41.5% 276
ATR 117 122 4 3.4% 0
Volume 86,241 117,871 31,630 36.7% 507,026
Daily Pivots for day following 28-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,600 13,500 13,149
R3 13,426 13,326 13,101
R2 13,252 13,252 13,085
R1 13,152 13,152 13,069 13,115
PP 13,078 13,078 13,078 13,059
S1 12,978 12,978 13,037 12,941
S2 12,904 12,904 13,021
S3 12,730 12,804 13,005
S4 12,556 12,630 12,957
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,885 13,735 13,184
R3 13,609 13,459 13,108
R2 13,333 13,333 13,083
R1 13,183 13,183 13,057 13,120
PP 13,057 13,057 13,057 13,026
S1 12,907 12,907 13,007 12,844
S2 12,781 12,781 12,982
S3 12,505 12,631 12,956
S4 12,229 12,355 12,880
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,245 12,932 313 2.4% 147 1.1% 39% False False 101,036
10 13,245 12,932 313 2.4% 122 0.9% 39% False False 99,313
20 13,245 12,655 590 4.5% 124 0.9% 67% False False 74,971
40 13,245 12,573 672 5.1% 107 0.8% 71% False False 37,503
60 13,245 12,170 1,075 8.2% 98 0.8% 82% False False 25,005
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 31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,917
2.618 13,633
1.618 13,459
1.000 13,351
0.618 13,285
HIGH 13,177
0.618 13,111
0.500 13,090
0.382 13,070
LOW 13,003
0.618 12,896
1.000 12,829
1.618 12,722
2.618 12,548
4.250 12,264
Fisher Pivots for day following 28-Mar-2012
Pivot 1 day 3 day
R1 13,090 13,124
PP 13,078 13,100
S1 13,065 13,077

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

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