mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 12,957 12,741 -216 -1.7% 12,959
High 12,973 12,849 -124 -1.0% 13,042
Low 12,721 12,741 20 0.2% 12,861
Close 12,744 12,841 97 0.8% 12,968
Range 252 108 -144 -57.1% 181
ATR 134 132 -2 -1.4% 0
Volume 158,473 119,848 -38,625 -24.4% 594,718
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,134 13,096 12,901
R3 13,026 12,988 12,871
R2 12,918 12,918 12,861
R1 12,880 12,880 12,851 12,899
PP 12,810 12,810 12,810 12,820
S1 12,772 12,772 12,831 12,791
S2 12,702 12,702 12,821
S3 12,594 12,664 12,811
S4 12,486 12,556 12,782
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 13,023 12,721 302 2.4% 137 1.1% 40% False False 120,639
10 13,042 12,721 321 2.5% 126 1.0% 37% False False 119,322
20 13,042 12,700 342 2.7% 124 1.0% 41% False False 111,859
40 13,042 12,248 794 6.2% 131 1.0% 75% False False 99,483
60 13,042 11,661 1,381 10.8% 146 1.1% 85% False False 95,084
80 13,042 11,077 1,965 15.3% 164 1.3% 90% False False 72,138
100 13,042 11,077 1,965 15.3% 171 1.3% 90% False False 57,714
120 13,042 10,288 2,754 21.4% 187 1.5% 93% False False 48,102
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,308
2.618 13,132
1.618 13,024
1.000 12,957
0.618 12,916
HIGH 12,849
0.618 12,808
0.500 12,795
0.382 12,782
LOW 12,741
0.618 12,674
1.000 12,633
1.618 12,566
2.618 12,458
4.250 12,282
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 12,826 12,848
PP 12,810 12,846
S1 12,795 12,843

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

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