mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 21-Feb-2012
Day Change Summary
Previous Current
17-Feb-2012 21-Feb-2012 Change Change % Previous Week
Open 12,870 12,993 123 1.0% 12,821
High 12,945 13,024 79 0.6% 12,945
Low 12,860 12,901 41 0.3% 12,700
Close 12,929 12,945 16 0.1% 12,929
Range 85 123 38 44.7% 245
ATR 140 138 -1 -0.8% 0
Volume 80,405 115,310 34,905 43.4% 557,083
Daily Pivots for day following 21-Feb-2012
Classic Woodie Camarilla DeMark
R4 13,326 13,258 13,013
R3 13,203 13,135 12,979
R2 13,080 13,080 12,968
R1 13,012 13,012 12,956 12,985
PP 12,957 12,957 12,957 12,943
S1 12,889 12,889 12,934 12,862
S2 12,834 12,834 12,923
S3 12,711 12,766 12,911
S4 12,588 12,643 12,877
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 13,024 12,700 324 2.5% 142 1.1% 76% True False 116,861
10 13,024 12,700 324 2.5% 125 1.0% 76% True False 103,121
20 13,024 12,476 548 4.2% 135 1.0% 86% True False 97,579
40 13,024 11,994 1,030 8.0% 131 1.0% 92% True False 84,272
60 13,024 11,077 1,947 15.0% 165 1.3% 96% True False 74,693
80 13,024 11,077 1,947 15.0% 174 1.3% 96% True False 56,033
100 13,024 10,288 2,736 21.1% 185 1.4% 97% True False 44,832
120 13,024 10,288 2,736 21.1% 186 1.4% 97% True False 37,364
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,547
2.618 13,346
1.618 13,223
1.000 13,147
0.618 13,100
HIGH 13,024
0.618 12,977
0.500 12,963
0.382 12,948
LOW 12,901
0.618 12,825
1.000 12,778
1.618 12,702
2.618 12,579
4.250 12,378
Fisher Pivots for day following 21-Feb-2012
Pivot 1 day 3 day
R1 12,963 12,917
PP 12,957 12,890
S1 12,951 12,862

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

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