mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 18-Jan-2012
Day Change Summary
Previous Current
17-Jan-2012 18-Jan-2012 Change Change % Previous Week
Open 12,350 12,416 66 0.5% 12,312
High 12,514 12,529 15 0.1% 12,465
Low 12,327 12,397 70 0.6% 12,248
Close 12,420 12,504 84 0.7% 12,390
Range 187 132 -55 -29.4% 217
ATR 172 169 -3 -1.7% 0
Volume 100,802 84,854 -15,948 -15.8% 415,831
Daily Pivots for day following 18-Jan-2012
Classic Woodie Camarilla DeMark
R4 12,873 12,820 12,577
R3 12,741 12,688 12,540
R2 12,609 12,609 12,528
R1 12,556 12,556 12,516 12,583
PP 12,477 12,477 12,477 12,490
S1 12,424 12,424 12,492 12,451
S2 12,345 12,345 12,480
S3 12,213 12,292 12,468
S4 12,081 12,160 12,432
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 12,529 12,248 281 2.2% 145 1.2% 91% True False 89,379
10 12,529 12,219 310 2.5% 134 1.1% 92% True False 85,726
20 12,529 11,661 868 6.9% 150 1.2% 97% True False 74,395
40 12,529 11,077 1,452 11.6% 186 1.5% 98% True False 57,864
60 12,529 11,077 1,452 11.6% 192 1.5% 98% True False 38,584
80 12,529 10,288 2,241 17.9% 206 1.6% 99% True False 28,947
100 12,529 10,288 2,241 17.9% 193 1.5% 99% True False 23,160
Crabel Price Patterns
NR True
NR4 True
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 31
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,090
2.618 12,875
1.618 12,743
1.000 12,661
0.618 12,611
HIGH 12,529
0.618 12,479
0.500 12,463
0.382 12,448
LOW 12,397
0.618 12,316
1.000 12,265
1.618 12,184
2.618 12,052
4.250 11,836
Fisher Pivots for day following 18-Jan-2012
Pivot 1 day 3 day
R1 12,490 12,466
PP 12,477 12,427
S1 12,463 12,389

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

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