mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 05-Mar-2012
Day Change Summary
Previous Current
02-Mar-2012 05-Mar-2012 Change Change % Previous Week
Open 12,974 12,960 -14 -0.1% 12,959
High 12,994 12,975 -19 -0.1% 13,042
Low 12,912 12,867 -45 -0.3% 12,861
Close 12,968 12,961 -7 -0.1% 12,968
Range 82 108 26 31.7% 181
ATR 126 124 -1 -1.0% 0
Volume 88,584 108,909 20,325 22.9% 594,718
Daily Pivots for day following 05-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,258 13,218 13,021
R3 13,150 13,110 12,991
R2 13,042 13,042 12,981
R1 13,002 13,002 12,971 13,022
PP 12,934 12,934 12,934 12,945
S1 12,894 12,894 12,951 12,914
S2 12,826 12,826 12,941
S3 12,718 12,786 12,931
S4 12,610 12,678 12,902
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,500 13,415 13,068
R3 13,319 13,234 13,018
R2 13,138 13,138 13,001
R1 13,053 13,053 12,985 13,096
PP 12,957 12,957 12,957 12,978
S1 12,872 12,872 12,952 12,915
S2 12,776 12,776 12,935
S3 12,595 12,691 12,918
S4 12,414 12,510 12,869
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,042 12,867 175 1.4% 109 0.8% 54% False True 114,880
10 13,042 12,859 183 1.4% 111 0.9% 56% False False 112,565
20 13,042 12,700 342 2.6% 116 0.9% 76% False False 105,633
40 13,042 12,248 794 6.1% 127 1.0% 90% False False 96,581
60 13,042 11,661 1,381 10.7% 148 1.1% 94% False False 91,460
80 13,042 11,077 1,965 15.2% 166 1.3% 96% False False 68,659
100 13,042 11,077 1,965 15.2% 171 1.3% 96% False False 54,932
120 13,042 10,288 2,754 21.2% 189 1.5% 97% False False 45,783
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,434
2.618 13,258
1.618 13,150
1.000 13,083
0.618 13,042
HIGH 12,975
0.618 12,934
0.500 12,921
0.382 12,908
LOW 12,867
0.618 12,800
1.000 12,759
1.618 12,692
2.618 12,584
4.250 12,408
Fisher Pivots for day following 05-Mar-2012
Pivot 1 day 3 day
R1 12,948 12,956
PP 12,934 12,950
S1 12,921 12,945

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

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