mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 17-Feb-2012
Day Change Summary
Previous Current
16-Feb-2012 17-Feb-2012 Change Change % Previous Week
Open 12,759 12,870 111 0.9% 12,821
High 12,893 12,945 52 0.4% 12,945
Low 12,700 12,860 160 1.3% 12,700
Close 12,870 12,929 59 0.5% 12,929
Range 193 85 -108 -56.0% 245
ATR 144 140 -4 -2.9% 0
Volume 136,399 80,405 -55,994 -41.1% 557,083
Daily Pivots for day following 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 13,166 13,133 12,976
R3 13,081 13,048 12,953
R2 12,996 12,996 12,945
R1 12,963 12,963 12,937 12,980
PP 12,911 12,911 12,911 12,920
S1 12,878 12,878 12,921 12,895
S2 12,826 12,826 12,914
S3 12,741 12,793 12,906
S4 12,656 12,708 12,882
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 13,593 13,506 13,064
R3 13,348 13,261 12,997
R2 13,103 13,103 12,974
R1 13,016 13,016 12,952 13,060
PP 12,858 12,858 12,858 12,880
S1 12,771 12,771 12,907 12,815
S2 12,613 12,613 12,884
S3 12,368 12,526 12,862
S4 12,123 12,281 12,794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,945 12,700 245 1.9% 134 1.0% 93% True False 111,416
10 12,945 12,700 245 1.9% 120 0.9% 93% True False 98,701
20 12,945 12,476 469 3.6% 134 1.0% 97% True False 95,945
40 12,945 11,928 1,017 7.9% 133 1.0% 98% True False 83,922
60 12,945 11,077 1,868 14.4% 165 1.3% 99% True False 72,776
80 12,945 11,077 1,868 14.4% 175 1.4% 99% True False 54,592
100 12,945 10,288 2,657 20.6% 187 1.4% 99% True False 43,680
120 12,945 10,288 2,657 20.6% 185 1.4% 99% True False 36,403
Crabel Price Patterns
NR True
NR4 True
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 38
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,306
2.618 13,168
1.618 13,083
1.000 13,030
0.618 12,998
HIGH 12,945
0.618 12,913
0.500 12,903
0.382 12,893
LOW 12,860
0.618 12,808
1.000 12,775
1.618 12,723
2.618 12,638
4.250 12,499
Fisher Pivots for day following 17-Feb-2012
Pivot 1 day 3 day
R1 12,920 12,894
PP 12,911 12,858
S1 12,903 12,823

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

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