mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 01-Mar-2012
Day Change Summary
Previous Current
29-Feb-2012 01-Mar-2012 Change Change % Previous Week
Open 12,995 12,925 -70 -0.5% 12,993
High 13,042 13,023 -19 -0.1% 13,024
Low 12,907 12,890 -17 -0.1% 12,859
Close 12,937 12,973 36 0.3% 12,961
Range 135 133 -2 -1.5% 165
ATR 129 129 0 0.2% 0
Volume 144,503 127,381 -17,122 -11.8% 422,025
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,361 13,300 13,046
R3 13,228 13,167 13,010
R2 13,095 13,095 12,998
R1 13,034 13,034 12,985 13,065
PP 12,962 12,962 12,962 12,977
S1 12,901 12,901 12,961 12,932
S2 12,829 12,829 12,949
S3 12,696 12,768 12,937
S4 12,563 12,635 12,900
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 12,861 181 1.4% 118 0.9% 62% False False 117,708
10 13,042 12,700 342 2.6% 120 0.9% 80% False False 114,496
20 13,042 12,622 420 3.2% 119 0.9% 84% False False 104,134
40 13,042 12,219 823 6.3% 129 1.0% 92% False False 95,943
60 13,042 11,661 1,381 10.6% 151 1.2% 95% False False 88,213
80 13,042 11,077 1,965 15.1% 168 1.3% 96% False False 66,192
100 13,042 10,920 2,122 16.4% 172 1.3% 97% False False 52,958
120 13,042 10,288 2,754 21.2% 191 1.5% 97% False False 44,138
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 True
Bear Hook False
Bull Hook False
Stretch 40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,588
2.618 13,371
1.618 13,238
1.000 13,156
0.618 13,105
HIGH 13,023
0.618 12,972
0.500 12,957
0.382 12,941
LOW 12,890
0.618 12,808
1.000 12,757
1.618 12,675
2.618 12,542
4.250 12,325
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 12,968 12,971
PP 12,962 12,968
S1 12,957 12,966

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

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