mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary
Previous Current
23-Feb-2012 24-Feb-2012 Change Change % Previous Week
Open 12,919 12,976 57 0.4% 12,993
High 12,980 13,015 35 0.3% 13,024
Low 12,859 12,928 69 0.5% 12,859
Close 12,974 12,961 -13 -0.1% 12,961
Range 121 87 -34 -28.1% 165
ATR 134 130 -3 -2.5% 0
Volume 128,864 82,410 -46,454 -36.0% 422,025
Daily Pivots for day following 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 13,229 13,182 13,009
R3 13,142 13,095 12,985
R2 13,055 13,055 12,977
R1 13,008 13,008 12,969 12,988
PP 12,968 12,968 12,968 12,958
S1 12,921 12,921 12,953 12,901
S2 12,881 12,881 12,945
S3 12,794 12,834 12,937
S4 12,707 12,747 12,913
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 13,443 13,367 13,052
R3 13,278 13,202 13,007
R2 13,113 13,113 12,991
R1 13,037 13,037 12,976 12,993
PP 12,948 12,948 12,948 12,926
S1 12,872 12,872 12,946 12,828
S2 12,783 12,783 12,931
S3 12,618 12,707 12,916
S4 12,453 12,542 12,870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,024 12,859 165 1.3% 101 0.8% 62% False False 100,486
10 13,024 12,700 324 2.5% 123 0.9% 81% False False 107,289
20 13,024 12,476 548 4.2% 128 1.0% 89% False False 98,559
40 13,024 12,069 955 7.4% 130 1.0% 93% False False 88,746
60 13,024 11,387 1,637 12.6% 160 1.2% 96% False False 79,796
80 13,024 11,077 1,947 15.0% 172 1.3% 97% False False 59,866
100 13,024 10,288 2,736 21.1% 179 1.4% 98% False False 47,897
120 13,024 10,288 2,736 21.1% 188 1.5% 98% False False 39,920
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,385
2.618 13,243
1.618 13,156
1.000 13,102
0.618 13,069
HIGH 13,015
0.618 12,982
0.500 12,972
0.382 12,961
LOW 12,928
0.618 12,874
1.000 12,841
1.618 12,787
2.618 12,700
4.250 12,558
Fisher Pivots for day following 24-Feb-2012
Pivot 1 day 3 day
R1 12,972 12,953
PP 12,968 12,945
S1 12,965 12,937

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

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