mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 04-Jan-2012
Day Change Summary
Previous Current
03-Jan-2012 04-Jan-2012 Change Change % Previous Week
Open 12,352 12,336 -16 -0.1% 12,235
High 12,415 12,366 -49 -0.4% 12,260
Low 12,322 12,273 -49 -0.4% 12,069
Close 12,338 12,356 18 0.1% 12,150
Range 93 93 0 0.0% 191
ATR 204 196 -8 -3.9% 0
Volume 76,098 77,339 1,241 1.6% 172,235
Daily Pivots for day following 04-Jan-2012
Classic Woodie Camarilla DeMark
R4 12,611 12,576 12,407
R3 12,518 12,483 12,382
R2 12,425 12,425 12,373
R1 12,390 12,390 12,365 12,408
PP 12,332 12,332 12,332 12,340
S1 12,297 12,297 12,348 12,315
S2 12,239 12,239 12,339
S3 12,146 12,204 12,331
S4 12,053 12,111 12,305
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 12,733 12,632 12,255
R3 12,542 12,441 12,203
R2 12,351 12,351 12,185
R1 12,250 12,250 12,168 12,205
PP 12,160 12,160 12,160 12,137
S1 12,059 12,059 12,133 12,014
S2 11,969 11,969 12,115
S3 11,778 11,868 12,098
S4 11,587 11,677 12,045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,415 12,069 346 2.8% 128 1.0% 83% False False 59,114
10 12,415 11,693 722 5.8% 155 1.3% 92% False False 63,371
20 12,415 11,661 754 6.1% 193 1.6% 92% False False 76,564
40 12,415 11,077 1,338 10.8% 205 1.7% 96% False False 38,372
60 12,415 11,077 1,338 10.8% 200 1.6% 96% False False 25,589
80 12,415 10,288 2,127 17.2% 219 1.8% 97% False False 19,201
100 12,415 10,288 2,127 17.2% 180 1.5% 97% False False 15,361
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32
Fibonacci Retracements and Extensions
4.250 12,761
2.618 12,610
1.618 12,517
1.000 12,459
0.618 12,424
HIGH 12,366
0.618 12,331
0.500 12,320
0.382 12,309
LOW 12,273
0.618 12,216
1.000 12,180
1.618 12,123
2.618 12,030
4.250 11,878
Fisher Pivots for day following 04-Jan-2012
Pivot 1 day 3 day
R1 12,344 12,329
PP 12,332 12,302
S1 12,320 12,275

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

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