mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 29-Feb-2012
Day Change Summary
Previous Current
28-Feb-2012 29-Feb-2012 Change Change % Previous Week
Open 12,972 12,995 23 0.2% 12,993
High 13,023 13,042 19 0.1% 13,024
Low 12,938 12,907 -31 -0.2% 12,859
Close 12,997 12,937 -60 -0.5% 12,961
Range 85 135 50 58.8% 165
ATR 128 129 0 0.4% 0
Volume 105,024 144,503 39,479 37.6% 422,025
Daily Pivots for day following 29-Feb-2012
Classic Woodie Camarilla DeMark
R4 13,367 13,287 13,011
R3 13,232 13,152 12,974
R2 13,097 13,097 12,962
R1 13,017 13,017 12,950 12,990
PP 12,962 12,962 12,962 12,948
S1 12,882 12,882 12,925 12,855
S2 12,827 12,827 12,912
S3 12,692 12,747 12,900
S4 12,557 12,612 12,863
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 13,042 12,859 183 1.4% 115 0.9% 43% True False 118,005
10 13,042 12,700 342 2.6% 127 1.0% 69% True False 116,423
20 13,042 12,550 492 3.8% 122 0.9% 79% True False 102,811
40 13,042 12,219 823 6.4% 128 1.0% 87% True False 94,661
60 13,042 11,661 1,381 10.7% 152 1.2% 92% True False 86,094
80 13,042 11,077 1,965 15.2% 171 1.3% 95% True False 64,599
100 13,042 10,740 2,302 17.8% 173 1.3% 95% True False 51,684
120 13,042 10,288 2,754 21.3% 191 1.5% 96% True False 43,076
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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,616
2.618 13,396
1.618 13,261
1.000 13,177
0.618 13,126
HIGH 13,042
0.618 12,991
0.500 12,975
0.382 12,959
LOW 12,907
0.618 12,824
1.000 12,772
1.618 12,689
2.618 12,554
4.250 12,333
Fisher Pivots for day following 29-Feb-2012
Pivot 1 day 3 day
R1 12,975 12,952
PP 12,962 12,947
S1 12,950 12,942

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

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