mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 09-Mar-2012
Day Change Summary
Previous Current
08-Mar-2012 09-Mar-2012 Change Change % Previous Week
Open 12,837 12,908 71 0.6% 12,960
High 12,949 12,965 16 0.1% 12,975
Low 12,823 12,884 61 0.5% 12,721
Close 12,911 12,931 20 0.2% 12,931
Range 126 81 -45 -35.7% 254
ATR 131 128 -4 -2.7% 0
Volume 87,969 56,879 -31,090 -35.3% 532,078
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,170 13,131 12,976
R3 13,089 13,050 12,953
R2 13,008 13,008 12,946
R1 12,969 12,969 12,939 12,989
PP 12,927 12,927 12,927 12,936
S1 12,888 12,888 12,924 12,908
S2 12,846 12,846 12,916
S3 12,765 12,807 12,909
S4 12,684 12,726 12,887
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,638 13,538 13,071
R3 13,384 13,284 13,001
R2 13,130 13,130 12,978
R1 13,030 13,030 12,954 12,953
PP 12,876 12,876 12,876 12,837
S1 12,776 12,776 12,908 12,699
S2 12,622 12,622 12,885
S3 12,368 12,522 12,861
S4 12,114 12,268 12,791
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,975 12,721 254 2.0% 135 1.0% 83% False False 106,415
10 13,042 12,721 321 2.5% 126 1.0% 65% False False 112,679
20 13,042 12,700 342 2.6% 124 1.0% 68% False False 109,984
40 13,042 12,248 794 6.1% 131 1.0% 86% False False 99,182
60 13,042 11,661 1,381 10.7% 140 1.1% 92% False False 93,076
80 13,042 11,077 1,965 15.2% 160 1.2% 94% False False 73,948
100 13,042 11,077 1,965 15.2% 170 1.3% 94% False False 59,162
120 13,042 10,288 2,754 21.3% 186 1.4% 96% False False 49,308
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 26
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 13,309
2.618 13,177
1.618 13,096
1.000 13,046
0.618 13,015
HIGH 12,965
0.618 12,934
0.500 12,925
0.382 12,915
LOW 12,884
0.618 12,834
1.000 12,803
1.618 12,753
2.618 12,672
4.250 12,540
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 12,929 12,905
PP 12,927 12,879
S1 12,925 12,853

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

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