mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 06-Feb-2012
Day Change Summary
Previous Current
03-Feb-2012 06-Feb-2012 Change Change % Previous Week
Open 12,667 12,780 113 0.9% 12,625
High 12,833 12,794 -39 -0.3% 12,833
Low 12,645 12,722 77 0.6% 12,476
Close 12,793 12,776 -17 -0.1% 12,793
Range 188 72 -116 -61.7% 357
ATR 155 149 -6 -3.8% 0
Volume 86,879 71,110 -15,769 -18.2% 465,077
Daily Pivots for day following 06-Feb-2012
Classic Woodie Camarilla DeMark
R4 12,980 12,950 12,816
R3 12,908 12,878 12,796
R2 12,836 12,836 12,789
R1 12,806 12,806 12,783 12,785
PP 12,764 12,764 12,764 12,754
S1 12,734 12,734 12,770 12,713
S2 12,692 12,692 12,763
S3 12,620 12,662 12,756
S4 12,548 12,590 12,737
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 12,511 322 2.5% 139 1.1% 82% False False 87,357
10 12,833 12,476 357 2.8% 145 1.1% 84% False False 92,038
20 12,833 12,248 585 4.6% 136 1.1% 90% False False 86,895
40 12,833 11,661 1,172 9.2% 162 1.3% 95% False False 85,922
60 12,833 11,077 1,756 13.7% 182 1.4% 97% False False 57,520
80 12,833 11,077 1,756 13.7% 185 1.4% 97% False False 43,146
100 12,833 10,288 2,545 19.9% 203 1.6% 98% False False 34,524
120 12,833 10,288 2,545 19.9% 175 1.4% 98% False False 28,771
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 38
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 13,100
2.618 12,983
1.618 12,911
1.000 12,866
0.618 12,839
HIGH 12,794
0.618 12,767
0.500 12,758
0.382 12,750
LOW 12,722
0.618 12,678
1.000 12,650
1.618 12,606
2.618 12,534
4.250 12,416
Fisher Pivots for day following 06-Feb-2012
Pivot 1 day 3 day
R1 12,770 12,760
PP 12,764 12,744
S1 12,758 12,728

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

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