mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 19-Jan-2012
Day Change Summary
Previous Current
18-Jan-2012 19-Jan-2012 Change Change % Previous Week
Open 12,416 12,506 90 0.7% 12,312
High 12,529 12,589 60 0.5% 12,465
Low 12,397 12,486 89 0.7% 12,248
Close 12,504 12,587 83 0.7% 12,390
Range 132 103 -29 -22.0% 217
ATR 169 165 -5 -2.8% 0
Volume 84,854 69,553 -15,301 -18.0% 415,831
Daily Pivots for day following 19-Jan-2012
Classic Woodie Camarilla DeMark
R4 12,863 12,828 12,644
R3 12,760 12,725 12,615
R2 12,657 12,657 12,606
R1 12,622 12,622 12,597 12,640
PP 12,554 12,554 12,554 12,563
S1 12,519 12,519 12,578 12,537
S2 12,451 12,451 12,568
S3 12,348 12,416 12,559
S4 12,245 12,313 12,530
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 12,589 12,248 341 2.7% 151 1.2% 99% True False 87,143
10 12,589 12,219 370 2.9% 135 1.1% 99% True False 84,947
20 12,589 11,693 896 7.1% 145 1.2% 100% True False 74,159
40 12,589 11,077 1,512 12.0% 185 1.5% 100% True False 59,602
60 12,589 11,077 1,512 12.0% 190 1.5% 100% True False 39,744
80 12,589 10,288 2,301 18.3% 204 1.6% 100% True False 29,816
100 12,589 10,288 2,301 18.3% 194 1.5% 100% True False 23,856
120 12,589 10,288 2,301 18.3% 165 1.3% 100% True False 19,880
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 30
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,027
2.618 12,859
1.618 12,756
1.000 12,692
0.618 12,653
HIGH 12,589
0.618 12,550
0.500 12,538
0.382 12,525
LOW 12,486
0.618 12,422
1.000 12,383
1.618 12,319
2.618 12,216
4.250 12,048
Fisher Pivots for day following 19-Jan-2012
Pivot 1 day 3 day
R1 12,571 12,544
PP 12,554 12,501
S1 12,538 12,458

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

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