mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 28-Feb-2012
Day Change Summary
Previous Current
27-Feb-2012 28-Feb-2012 Change Change % Previous Week
Open 12,959 12,972 13 0.1% 12,993
High 13,009 13,023 14 0.1% 13,024
Low 12,861 12,938 77 0.6% 12,859
Close 12,969 12,997 28 0.2% 12,961
Range 148 85 -63 -42.6% 165
ATR 132 128 -3 -2.5% 0
Volume 129,226 105,024 -24,202 -18.7% 422,025
Daily Pivots for day following 28-Feb-2012
Classic Woodie Camarilla DeMark
R4 13,241 13,204 13,044
R3 13,156 13,119 13,021
R2 13,071 13,071 13,013
R1 13,034 13,034 13,005 13,053
PP 12,986 12,986 12,986 12,995
S1 12,949 12,949 12,989 12,968
S2 12,901 12,901 12,982
S3 12,816 12,864 12,974
S4 12,731 12,779 12,950
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 13,023 12,859 164 1.3% 106 0.8% 84% True False 108,193
10 13,024 12,700 324 2.5% 124 1.0% 92% False False 112,527
20 13,024 12,511 513 3.9% 124 1.0% 95% False False 100,448
40 13,024 12,134 890 6.8% 127 1.0% 97% False False 91,970
60 13,024 11,661 1,363 10.5% 152 1.2% 98% False False 83,690
80 13,024 11,077 1,947 15.0% 171 1.3% 99% False False 62,793
100 13,024 10,562 2,462 18.9% 174 1.3% 99% False False 50,240
120 13,024 10,288 2,736 21.1% 190 1.5% 99% False False 41,872
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 43
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 13,384
2.618 13,246
1.618 13,161
1.000 13,108
0.618 13,076
HIGH 13,023
0.618 12,991
0.500 12,981
0.382 12,971
LOW 12,938
0.618 12,886
1.000 12,853
1.618 12,801
2.618 12,716
4.250 12,577
Fisher Pivots for day following 28-Feb-2012
Pivot 1 day 3 day
R1 12,992 12,979
PP 12,986 12,960
S1 12,981 12,942

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

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