mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary
Previous Current
02-Feb-2012 03-Feb-2012 Change Change % Previous Week
Open 12,656 12,667 11 0.1% 12,625
High 12,701 12,833 132 1.0% 12,833
Low 12,622 12,645 23 0.2% 12,476
Close 12,666 12,793 127 1.0% 12,793
Range 79 188 109 138.0% 357
ATR 152 155 3 1.7% 0
Volume 80,637 86,879 6,242 7.7% 465,077
Daily Pivots for day following 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 13,321 13,245 12,897
R3 13,133 13,057 12,845
R2 12,945 12,945 12,828
R1 12,869 12,869 12,810 12,907
PP 12,757 12,757 12,757 12,776
S1 12,681 12,681 12,776 12,719
S2 12,569 12,569 12,759
S3 12,381 12,493 12,741
S4 12,193 12,305 12,690
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 13,772 13,639 12,989
R3 13,415 13,282 12,891
R2 13,058 13,058 12,859
R1 12,925 12,925 12,826 12,992
PP 12,701 12,701 12,701 12,734
S1 12,568 12,568 12,760 12,635
S2 12,344 12,344 12,728
S3 11,987 12,211 12,695
S4 11,630 11,854 12,597
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,833 12,476 357 2.8% 158 1.2% 89% True False 93,015
10 12,833 12,476 357 2.8% 147 1.1% 89% True False 93,189
20 12,833 12,248 585 4.6% 139 1.1% 93% True False 87,529
40 12,833 11,661 1,172 9.2% 165 1.3% 97% True False 84,374
60 12,833 11,077 1,756 13.7% 183 1.4% 98% True False 56,335
80 12,833 11,077 1,756 13.7% 185 1.4% 98% True False 42,257
100 12,833 10,288 2,545 19.9% 203 1.6% 98% True False 33,813
120 12,833 10,288 2,545 19.9% 175 1.4% 98% True False 28,178
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 13,632
2.618 13,325
1.618 13,137
1.000 13,021
0.618 12,949
HIGH 12,833
0.618 12,761
0.500 12,739
0.382 12,717
LOW 12,645
0.618 12,529
1.000 12,457
1.618 12,341
2.618 12,153
4.250 11,846
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 12,775 12,759
PP 12,757 12,725
S1 12,739 12,692

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

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