mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 23-Feb-2012
Day Change Summary
Previous Current
22-Feb-2012 23-Feb-2012 Change Change % Previous Week
Open 12,941 12,919 -22 -0.2% 12,821
High 12,977 12,980 3 0.0% 12,945
Low 12,891 12,859 -32 -0.2% 12,700
Close 12,916 12,974 58 0.4% 12,929
Range 86 121 35 40.7% 245
ATR 135 134 -1 -0.7% 0
Volume 95,441 128,864 33,423 35.0% 557,083
Daily Pivots for day following 23-Feb-2012
Classic Woodie Camarilla DeMark
R4 13,301 13,258 13,041
R3 13,180 13,137 13,007
R2 13,059 13,059 12,996
R1 13,016 13,016 12,985 13,038
PP 12,938 12,938 12,938 12,948
S1 12,895 12,895 12,963 12,917
S2 12,817 12,817 12,952
S3 12,696 12,774 12,941
S4 12,575 12,653 12,908
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% 122 0.9% 85% False False 111,283
10 13,024 12,700 324 2.5% 124 1.0% 85% False False 109,458
20 13,024 12,476 548 4.2% 131 1.0% 91% False False 99,312
40 13,024 12,069 955 7.4% 130 1.0% 95% False False 87,438
60 13,024 11,260 1,764 13.6% 162 1.2% 97% False False 78,423
80 13,024 11,077 1,947 15.0% 172 1.3% 97% False False 58,836
100 13,024 10,288 2,736 21.1% 181 1.4% 98% False False 47,074
120 13,024 10,288 2,736 21.1% 187 1.4% 98% False False 39,233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,494
2.618 13,297
1.618 13,176
1.000 13,101
0.618 13,055
HIGH 12,980
0.618 12,934
0.500 12,920
0.382 12,905
LOW 12,859
0.618 12,784
1.000 12,738
1.618 12,663
2.618 12,542
4.250 12,345
Fisher Pivots for day following 23-Feb-2012
Pivot 1 day 3 day
R1 12,956 12,963
PP 12,938 12,952
S1 12,920 12,942

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

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