mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 22-Feb-2012
Day Change Summary
Previous Current
21-Feb-2012 22-Feb-2012 Change Change % Previous Week
Open 12,993 12,941 -52 -0.4% 12,821
High 13,024 12,977 -47 -0.4% 12,945
Low 12,901 12,891 -10 -0.1% 12,700
Close 12,945 12,916 -29 -0.2% 12,929
Range 123 86 -37 -30.1% 245
ATR 138 135 -4 -2.7% 0
Volume 115,310 95,441 -19,869 -17.2% 557,083
Daily Pivots for day following 22-Feb-2012
Classic Woodie Camarilla DeMark
R4 13,186 13,137 12,963
R3 13,100 13,051 12,940
R2 13,014 13,014 12,932
R1 12,965 12,965 12,924 12,947
PP 12,928 12,928 12,928 12,919
S1 12,879 12,879 12,908 12,861
S2 12,842 12,842 12,900
S3 12,756 12,793 12,892
S4 12,670 12,707 12,869
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% 138 1.1% 67% False False 114,840
10 13,024 12,700 324 2.5% 122 0.9% 67% False False 104,396
20 13,024 12,476 548 4.2% 135 1.0% 80% False False 98,381
40 13,024 12,069 955 7.4% 130 1.0% 89% False False 85,170
60 13,024 11,077 1,947 15.1% 163 1.3% 94% False False 76,277
80 13,024 11,077 1,947 15.1% 174 1.3% 94% False False 57,226
100 13,024 10,288 2,736 21.2% 183 1.4% 96% False False 45,786
120 13,024 10,288 2,736 21.2% 186 1.4% 96% False False 38,159
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 13,343
2.618 13,202
1.618 13,116
1.000 13,063
0.618 13,030
HIGH 12,977
0.618 12,944
0.500 12,934
0.382 12,924
LOW 12,891
0.618 12,838
1.000 12,805
1.618 12,752
2.618 12,666
4.250 12,526
Fisher Pivots for day following 22-Feb-2012
Pivot 1 day 3 day
R1 12,934 12,942
PP 12,928 12,933
S1 12,922 12,925

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

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