mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 12,694 12,680 -14 -0.1% 12,633
High 12,786 12,720 -66 -0.5% 12,786
Low 12,639 12,576 -63 -0.5% 12,522
Close 12,684 12,614 -70 -0.6% 12,614
Range 147 144 -3 -2.0% 264
ATR 155 154 -1 -0.5% 0
Volume 97,486 97,066 -420 -0.4% 466,818
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 13,069 12,985 12,693
R3 12,925 12,841 12,654
R2 12,781 12,781 12,641
R1 12,697 12,697 12,627 12,667
PP 12,637 12,637 12,637 12,622
S1 12,553 12,553 12,601 12,523
S2 12,493 12,493 12,588
S3 12,349 12,409 12,575
S4 12,205 12,265 12,535
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 13,433 13,287 12,759
R3 13,169 13,023 12,687
R2 12,905 12,905 12,663
R1 12,759 12,759 12,638 12,700
PP 12,641 12,641 12,641 12,611
S1 12,495 12,495 12,590 12,436
S2 12,377 12,377 12,566
S3 12,113 12,231 12,542
S4 11,849 11,967 12,469
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,786 12,522 264 2.1% 137 1.1% 35% False False 93,363
10 12,786 12,248 538 4.3% 141 1.1% 68% False False 88,341
20 12,786 12,078 708 5.6% 130 1.0% 76% False False 81,096
40 12,786 11,387 1,399 11.1% 176 1.4% 88% False False 72,829
60 12,786 11,077 1,709 13.5% 186 1.5% 90% False False 48,585
80 12,786 10,288 2,498 19.8% 189 1.5% 93% False False 36,445
100 12,786 10,288 2,498 19.8% 202 1.6% 93% False False 29,163
120 12,786 10,288 2,498 19.8% 168 1.3% 93% False False 24,302
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 35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,332
2.618 13,097
1.618 12,953
1.000 12,864
0.618 12,809
HIGH 12,720
0.618 12,665
0.500 12,648
0.382 12,631
LOW 12,576
0.618 12,487
1.000 12,432
1.618 12,343
2.618 12,199
4.250 11,964
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 12,648 12,654
PP 12,637 12,641
S1 12,625 12,627

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

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