mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 16-Feb-2012
Day Change Summary
Previous Current
15-Feb-2012 16-Feb-2012 Change Change % Previous Week
Open 12,839 12,759 -80 -0.6% 12,780
High 12,931 12,893 -38 -0.3% 12,894
Low 12,729 12,700 -29 -0.2% 12,704
Close 12,763 12,870 107 0.8% 12,767
Range 202 193 -9 -4.5% 190
ATR 140 144 4 2.7% 0
Volume 146,648 136,399 -10,249 -7.0% 429,932
Daily Pivots for day following 16-Feb-2012
Classic Woodie Camarilla DeMark
R4 13,400 13,328 12,976
R3 13,207 13,135 12,923
R2 13,014 13,014 12,906
R1 12,942 12,942 12,888 12,978
PP 12,821 12,821 12,821 12,839
S1 12,749 12,749 12,852 12,785
S2 12,628 12,628 12,835
S3 12,435 12,556 12,817
S4 12,242 12,363 12,764
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 12,700 231 1.8% 145 1.1% 74% False True 114,092
10 12,931 12,645 286 2.2% 130 1.0% 79% False False 99,348
20 12,931 12,476 455 3.5% 135 1.0% 87% False False 95,118
40 12,931 11,693 1,238 9.6% 140 1.1% 95% False False 84,639
60 12,931 11,077 1,854 14.4% 168 1.3% 97% False False 71,441
80 12,931 11,077 1,854 14.4% 176 1.4% 97% False False 53,587
100 12,931 10,288 2,643 20.5% 190 1.5% 98% False False 42,876
120 12,931 10,288 2,643 20.5% 184 1.4% 98% False False 35,733
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,713
2.618 13,398
1.618 13,205
1.000 13,086
0.618 13,012
HIGH 12,893
0.618 12,819
0.500 12,797
0.382 12,774
LOW 12,700
0.618 12,581
1.000 12,507
1.618 12,388
2.618 12,195
4.250 11,880
Fisher Pivots for day following 16-Feb-2012
Pivot 1 day 3 day
R1 12,846 12,852
PP 12,821 12,834
S1 12,797 12,816

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

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