mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 25-Jan-2012
Day Change Summary
Previous Current
24-Jan-2012 25-Jan-2012 Change Change % Previous Week
Open 12,650 12,627 -23 -0.2% 12,350
High 12,653 12,725 72 0.6% 12,668
Low 12,561 12,522 -39 -0.3% 12,327
Close 12,626 12,688 62 0.5% 12,654
Range 92 203 111 120.7% 341
ATR 152 156 4 2.4% 0
Volume 79,411 110,233 30,822 38.8% 319,071
Daily Pivots for day following 25-Jan-2012
Classic Woodie Camarilla DeMark
R4 13,254 13,174 12,800
R3 13,051 12,971 12,744
R2 12,848 12,848 12,725
R1 12,768 12,768 12,707 12,808
PP 12,645 12,645 12,645 12,665
S1 12,565 12,565 12,670 12,605
S2 12,442 12,442 12,651
S3 12,239 12,362 12,632
S4 12,036 12,159 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 12,725 12,486 239 1.9% 122 1.0% 85% True False 81,136
10 12,725 12,248 477 3.8% 134 1.1% 92% True False 85,258
20 12,725 12,069 656 5.2% 129 1.0% 94% True False 75,563
40 12,725 11,260 1,465 11.5% 177 1.4% 97% True False 67,979
60 12,725 11,077 1,648 13.0% 186 1.5% 98% True False 45,344
80 12,725 10,288 2,437 19.2% 194 1.5% 98% True False 34,014
100 12,725 10,288 2,437 19.2% 199 1.6% 98% True False 27,217
120 12,725 10,288 2,437 19.2% 166 1.3% 98% True False 22,681
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 13,588
2.618 13,257
1.618 13,054
1.000 12,928
0.618 12,851
HIGH 12,725
0.618 12,648
0.500 12,624
0.382 12,600
LOW 12,522
0.618 12,397
1.000 12,319
1.618 12,194
2.618 11,991
4.250 11,659
Fisher Pivots for day following 25-Jan-2012
Pivot 1 day 3 day
R1 12,667 12,667
PP 12,645 12,645
S1 12,624 12,624

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

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