mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 17-Jan-2012
Day Change Summary
Previous Current
13-Jan-2012 17-Jan-2012 Change Change % Previous Week
Open 12,413 12,350 -63 -0.5% 12,312
High 12,440 12,514 74 0.6% 12,465
Low 12,248 12,327 79 0.6% 12,248
Close 12,390 12,420 30 0.2% 12,390
Range 192 187 -5 -2.6% 217
ATR 171 172 1 0.7% 0
Volume 97,528 100,802 3,274 3.4% 415,831
Daily Pivots for day following 17-Jan-2012
Classic Woodie Camarilla DeMark
R4 12,981 12,888 12,523
R3 12,794 12,701 12,472
R2 12,607 12,607 12,454
R1 12,514 12,514 12,437 12,561
PP 12,420 12,420 12,420 12,444
S1 12,327 12,327 12,403 12,374
S2 12,233 12,233 12,386
S3 12,046 12,140 12,369
S4 11,859 11,953 12,317
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 13,019 12,921 12,509
R3 12,802 12,704 12,450
R2 12,585 12,585 12,430
R1 12,487 12,487 12,410 12,536
PP 12,368 12,368 12,368 12,392
S1 12,270 12,270 12,370 12,319
S2 12,151 12,151 12,350
S3 11,934 12,053 12,330
S4 11,717 11,836 12,271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,514 12,248 266 2.1% 146 1.2% 65% True False 87,635
10 12,514 12,219 295 2.4% 131 1.0% 68% True False 84,850
20 12,514 11,661 853 6.9% 151 1.2% 89% True False 75,574
40 12,514 11,077 1,437 11.6% 188 1.5% 93% True False 55,744
60 12,514 11,077 1,437 11.6% 193 1.5% 93% True False 37,171
80 12,514 10,288 2,226 17.9% 211 1.7% 96% True False 27,887
100 12,514 10,288 2,226 17.9% 191 1.5% 96% True False 22,312
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 32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,309
2.618 13,004
1.618 12,817
1.000 12,701
0.618 12,630
HIGH 12,514
0.618 12,443
0.500 12,421
0.382 12,399
LOW 12,327
0.618 12,212
1.000 12,140
1.618 12,025
2.618 11,838
4.250 11,532
Fisher Pivots for day following 17-Jan-2012
Pivot 1 day 3 day
R1 12,421 12,407
PP 12,420 12,394
S1 12,420 12,381

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

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