mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 11-Apr-2012
Day Change Summary
Previous Current
10-Apr-2012 11-Apr-2012 Change Change % Previous Week
Open 12,850 12,686 -164 -1.3% 13,171
High 12,899 12,785 -114 -0.9% 13,229
Low 12,648 12,686 38 0.3% 12,929
Close 12,680 12,744 64 0.5% 12,978
Range 251 99 -152 -60.6% 300
ATR 136 134 -2 -1.6% 0
Volume 164,144 113,727 -50,417 -30.7% 432,337
Daily Pivots for day following 11-Apr-2012
Classic Woodie Camarilla DeMark
R4 13,035 12,989 12,799
R3 12,936 12,890 12,771
R2 12,837 12,837 12,762
R1 12,791 12,791 12,753 12,814
PP 12,738 12,738 12,738 12,750
S1 12,692 12,692 12,735 12,715
S2 12,639 12,639 12,726
S3 12,540 12,593 12,717
S4 12,441 12,494 12,690
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 13,945 13,762 13,143
R3 13,645 13,462 13,061
R2 13,345 13,345 13,033
R1 13,162 13,162 13,006 13,104
PP 13,045 13,045 13,045 13,016
S1 12,862 12,862 12,951 12,804
S2 12,745 12,745 12,923
S3 12,445 12,562 12,896
S4 12,145 12,262 12,813
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,135 12,648 487 3.8% 147 1.2% 20% False False 112,772
10 13,229 12,648 581 4.6% 141 1.1% 17% False False 109,979
20 13,245 12,648 597 4.7% 126 1.0% 16% False False 104,505
40 13,245 12,632 613 4.8% 122 1.0% 18% False False 62,047
60 13,245 12,265 980 7.7% 107 0.8% 49% False False 41,369
80 13,245 11,639 1,606 12.6% 102 0.8% 69% False False 31,029
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,206
2.618 13,044
1.618 12,945
1.000 12,884
0.618 12,846
HIGH 12,785
0.618 12,747
0.500 12,736
0.382 12,724
LOW 12,686
0.618 12,625
1.000 12,587
1.618 12,526
2.618 12,427
4.250 12,265
Fisher Pivots for day following 11-Apr-2012
Pivot 1 day 3 day
R1 12,741 12,782
PP 12,738 12,769
S1 12,736 12,757

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

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