mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 15-Feb-2012
Day Change Summary
Previous Current
14-Feb-2012 15-Feb-2012 Change Change % Previous Week
Open 12,834 12,839 5 0.0% 12,780
High 12,857 12,931 74 0.6% 12,894
Low 12,751 12,729 -22 -0.2% 12,704
Close 12,840 12,763 -77 -0.6% 12,767
Range 106 202 96 90.6% 190
ATR 135 140 5 3.5% 0
Volume 105,543 146,648 41,105 38.9% 429,932
Daily Pivots for day following 15-Feb-2012
Classic Woodie Camarilla DeMark
R4 13,414 13,290 12,874
R3 13,212 13,088 12,819
R2 13,010 13,010 12,800
R1 12,886 12,886 12,782 12,847
PP 12,808 12,808 12,808 12,788
S1 12,684 12,684 12,745 12,645
S2 12,606 12,606 12,726
S3 12,404 12,482 12,708
S4 12,202 12,280 12,652
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 12,931 12,704 227 1.8% 127 1.0% 26% True False 107,633
10 12,931 12,622 309 2.4% 119 0.9% 46% True False 93,772
20 12,931 12,476 455 3.6% 131 1.0% 63% True False 91,776
40 12,931 11,661 1,270 10.0% 140 1.1% 87% True False 83,085
60 12,931 11,077 1,854 14.5% 168 1.3% 91% True False 69,168
80 12,931 11,077 1,854 14.5% 177 1.4% 91% True False 51,882
100 12,931 10,288 2,643 20.7% 191 1.5% 94% True False 41,513
120 12,931 10,288 2,643 20.7% 182 1.4% 94% True False 34,596
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 37
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 13,790
2.618 13,460
1.618 13,258
1.000 13,133
0.618 13,056
HIGH 12,931
0.618 12,854
0.500 12,830
0.382 12,806
LOW 12,729
0.618 12,604
1.000 12,527
1.618 12,402
2.618 12,200
4.250 11,871
Fisher Pivots for day following 15-Feb-2012
Pivot 1 day 3 day
R1 12,830 12,830
PP 12,808 12,808
S1 12,785 12,785

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

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