mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 30-Jan-2012
Day Change Summary
Previous Current
27-Jan-2012 30-Jan-2012 Change Change % Previous Week
Open 12,680 12,625 -55 -0.4% 12,633
High 12,720 12,639 -81 -0.6% 12,786
Low 12,576 12,476 -100 -0.8% 12,522
Close 12,614 12,602 -12 -0.1% 12,614
Range 144 163 19 13.2% 264
ATR 154 155 1 0.4% 0
Volume 97,066 99,401 2,335 2.4% 466,818
Daily Pivots for day following 30-Jan-2012
Classic Woodie Camarilla DeMark
R4 13,061 12,995 12,692
R3 12,898 12,832 12,647
R2 12,735 12,735 12,632
R1 12,669 12,669 12,617 12,621
PP 12,572 12,572 12,572 12,548
S1 12,506 12,506 12,587 12,458
S2 12,409 12,409 12,572
S3 12,246 12,343 12,557
S4 12,083 12,180 12,512
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 12,476 310 2.5% 150 1.2% 41% False True 96,719
10 12,786 12,327 459 3.6% 139 1.1% 60% False False 88,529
20 12,786 12,134 652 5.2% 131 1.0% 72% False False 83,493
40 12,786 11,661 1,125 8.9% 166 1.3% 84% False False 75,311
60 12,786 11,077 1,709 13.6% 187 1.5% 89% False False 50,242
80 12,786 10,562 2,224 17.6% 187 1.5% 92% False False 37,687
100 12,786 10,288 2,498 19.8% 203 1.6% 93% False False 30,157
120 12,786 10,288 2,498 19.8% 169 1.3% 93% False False 25,131
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 34
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,332
2.618 13,066
1.618 12,903
1.000 12,802
0.618 12,740
HIGH 12,639
0.618 12,577
0.500 12,558
0.382 12,538
LOW 12,476
0.618 12,375
1.000 12,313
1.618 12,212
2.618 12,049
4.250 11,783
Fisher Pivots for day following 30-Jan-2012
Pivot 1 day 3 day
R1 12,587 12,631
PP 12,572 12,621
S1 12,558 12,612

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

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