mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 31-Jan-2012
Day Change Summary
Previous Current
30-Jan-2012 31-Jan-2012 Change Change % Previous Week
Open 12,625 12,609 -16 -0.1% 12,633
High 12,639 12,683 44 0.3% 12,786
Low 12,476 12,511 35 0.3% 12,522
Close 12,602 12,577 -25 -0.2% 12,614
Range 163 172 9 5.5% 264
ATR 155 156 1 0.8% 0
Volume 99,401 97,231 -2,170 -2.2% 466,818
Daily Pivots for day following 31-Jan-2012
Classic Woodie Camarilla DeMark
R4 13,106 13,014 12,672
R3 12,934 12,842 12,624
R2 12,762 12,762 12,609
R1 12,670 12,670 12,593 12,630
PP 12,590 12,590 12,590 12,571
S1 12,498 12,498 12,561 12,458
S2 12,418 12,418 12,546
S3 12,246 12,326 12,530
S4 12,074 12,154 12,483
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% 166 1.3% 33% False False 100,283
10 12,786 12,397 389 3.1% 137 1.1% 46% False False 88,171
20 12,786 12,219 567 4.5% 134 1.1% 63% False False 86,511
40 12,786 11,661 1,125 8.9% 168 1.3% 81% False False 77,735
60 12,786 11,077 1,709 13.6% 188 1.5% 88% False False 51,862
80 12,786 10,740 2,046 16.3% 186 1.5% 90% False False 38,903
100 12,786 10,288 2,498 19.9% 205 1.6% 92% False False 31,129
120 12,786 10,288 2,498 19.9% 171 1.4% 92% False False 25,941
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 39
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,414
2.618 13,133
1.618 12,961
1.000 12,855
0.618 12,789
HIGH 12,683
0.618 12,617
0.500 12,597
0.382 12,577
LOW 12,511
0.618 12,405
1.000 12,339
1.618 12,233
2.618 12,061
4.250 11,780
Fisher Pivots for day following 31-Jan-2012
Pivot 1 day 3 day
R1 12,597 12,598
PP 12,590 12,591
S1 12,584 12,584

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

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