mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 24-Jan-2012
Day Change Summary
Previous Current
23-Jan-2012 24-Jan-2012 Change Change % Previous Week
Open 12,633 12,650 17 0.1% 12,350
High 12,709 12,653 -56 -0.4% 12,668
Low 12,611 12,561 -50 -0.4% 12,327
Close 12,650 12,626 -24 -0.2% 12,654
Range 98 92 -6 -6.1% 341
ATR 157 152 -5 -2.9% 0
Volume 82,622 79,411 -3,211 -3.9% 319,071
Daily Pivots for day following 24-Jan-2012
Classic Woodie Camarilla DeMark
R4 12,889 12,850 12,677
R3 12,797 12,758 12,651
R2 12,705 12,705 12,643
R1 12,666 12,666 12,635 12,640
PP 12,613 12,613 12,613 12,600
S1 12,574 12,574 12,618 12,548
S2 12,521 12,521 12,609
S3 12,429 12,482 12,601
S4 12,337 12,390 12,576
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 13,573 13,454 12,842
R3 13,232 13,113 12,748
R2 12,891 12,891 12,717
R1 12,772 12,772 12,685 12,832
PP 12,550 12,550 12,550 12,579
S1 12,431 12,431 12,623 12,491
S2 12,209 12,209 12,592
S3 11,868 12,090 12,560
S4 11,527 11,749 12,467
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,709 12,397 312 2.5% 108 0.9% 73% False False 76,060
10 12,709 12,248 461 3.7% 127 1.0% 82% False False 81,848
20 12,709 12,069 640 5.1% 125 1.0% 87% False False 71,959
40 12,709 11,077 1,632 12.9% 177 1.4% 95% False False 65,225
60 12,709 11,077 1,632 12.9% 187 1.5% 95% False False 43,507
80 12,709 10,288 2,421 19.2% 195 1.5% 97% False False 32,638
100 12,709 10,288 2,421 19.2% 197 1.6% 97% False False 26,115
120 12,709 10,288 2,421 19.2% 165 1.3% 97% False False 21,763
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 25
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 13,044
2.618 12,894
1.618 12,802
1.000 12,745
0.618 12,710
HIGH 12,653
0.618 12,618
0.500 12,607
0.382 12,596
LOW 12,561
0.618 12,504
1.000 12,469
1.618 12,412
2.618 12,320
4.250 12,170
Fisher Pivots for day following 24-Jan-2012
Pivot 1 day 3 day
R1 12,620 12,631
PP 12,613 12,629
S1 12,607 12,628

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

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