mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 13-Feb-2012

Day Change Summary
	Previous	Current
	10-Feb-2012	13-Feb-2012	Change	Change %	Previous Week
Open	12,841	12,821	-20	-0.2%	12,780
High	12,842	12,866	24	0.2%	12,894
Low	12,704	12,783	79	0.6%	12,704
Close	12,767	12,835	68	0.5%	12,767
Range	138	83	-55	-39.9%	190
ATR	140	137	-3	-2.1%	0
Volume	93,783	88,088	-5,695	-6.1%	429,932

Daily Pivots for day following 13-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,077	13,039	12,881
R3	12,994	12,956	12,858
R2	12,911	12,911	12,850
R1	12,873	12,873	12,843	12,892
PP	12,828	12,828	12,828	12,838
S1	12,790	12,790	12,828	12,809
S2	12,745	12,745	12,820
S3	12,662	12,707	12,812
S4	12,579	12,624	12,789

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,358	13,253	12,872
R3	13,168	13,063	12,819
R2	12,978	12,978	12,802
R1	12,873	12,873	12,785	12,831
PP	12,788	12,788	12,788	12,767
S1	12,683	12,683	12,750	12,641
S2	12,598	12,598	12,732
S3	12,408	12,493	12,715
S4	12,218	12,303	12,663

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,894	12,704	190	1.5%	109	0.8%	69%	False	False	89,382
10	12,894	12,511	383	3.0%	124	1.0%	85%	False	False	88,369
20	12,894	12,327	567	4.4%	131	1.0%	90%	False	False	88,449
40	12,894	11,661	1,233	9.6%	142	1.1%	95%	False	False	81,687
60	12,894	11,077	1,817	14.2%	170	1.3%	97%	False	False	64,966
80	12,894	11,077	1,817	14.2%	177	1.4%	97%	False	False	48,730
100	12,894	10,288	2,606	20.3%	197	1.5%	98%	False	False	38,991
120	12,894	10,288	2,606	20.3%	180	1.4%	98%	False	False	32,495

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	36
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	13,219
2.618	13,083
1.618	13,000
1.000	12,949
0.618	12,917
HIGH	12,866
0.618	12,834
0.500	12,825
0.382	12,815
LOW	12,783
0.618	12,732
1.000	12,700
1.618	12,649
2.618	12,566
4.250	12,430

Fisher Pivots for day following 13-Feb-2012
Pivot	1 day	3 day
R1	12,832	12,823
PP	12,828	12,811
S1	12,825	12,799

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols