mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 09-Jan-2012
Day Change Summary
Previous Current
06-Jan-2012 09-Jan-2012 Change Change % Previous Week
Open 12,333 12,312 -21 -0.2% 12,352
High 12,408 12,352 -56 -0.5% 12,415
Low 12,272 12,252 -20 -0.2% 12,219
Close 12,309 12,337 28 0.2% 12,309
Range 136 100 -36 -26.5% 196
ATR 189 183 -6 -3.4% 0
Volume 83,794 78,455 -5,339 -6.4% 331,876
Daily Pivots for day following 09-Jan-2012
Classic Woodie Camarilla DeMark
R4 12,614 12,575 12,392
R3 12,514 12,475 12,365
R2 12,414 12,414 12,355
R1 12,375 12,375 12,346 12,395
PP 12,314 12,314 12,314 12,323
S1 12,275 12,275 12,328 12,295
S2 12,214 12,214 12,319
S3 12,114 12,175 12,310
S4 12,014 12,075 12,282
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 12,902 12,802 12,417
R3 12,706 12,606 12,363
R2 12,510 12,510 12,345
R1 12,410 12,410 12,327 12,362
PP 12,314 12,314 12,314 12,291
S1 12,214 12,214 12,291 12,166
S2 12,118 12,118 12,273
S3 11,922 12,018 12,255
S4 11,726 11,822 12,201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,415 12,219 196 1.6% 115 0.9% 60% False False 82,066
10 12,415 12,069 346 2.8% 123 1.0% 77% False False 62,070
20 12,415 11,661 754 6.1% 176 1.4% 90% False False 86,287
40 12,415 11,077 1,338 10.8% 198 1.6% 94% False False 44,793
60 12,415 11,077 1,338 10.8% 198 1.6% 94% False False 29,869
80 12,415 10,288 2,127 17.2% 216 1.7% 96% False False 22,412
100 12,415 10,288 2,127 17.2% 184 1.5% 96% False False 17,930
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,777
2.618 12,614
1.618 12,514
1.000 12,452
0.618 12,414
HIGH 12,352
0.618 12,314
0.500 12,302
0.382 12,290
LOW 12,252
0.618 12,190
1.000 12,152
1.618 12,090
2.618 11,990
4.250 11,827
Fisher Pivots for day following 09-Jan-2012
Pivot 1 day 3 day
R1 12,325 12,329
PP 12,314 12,321
S1 12,302 12,314

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

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