mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary
Previous Current
12-Mar-2012 13-Mar-2012 Change Change % Previous Week
Open 12,922 12,969 47 0.4% 12,960
High 12,971 13,182 211 1.6% 12,975
Low 12,881 12,960 79 0.6% 12,721
Close 12,966 13,176 210 1.6% 12,931
Range 90 222 132 146.7% 254
ATR 125 132 7 5.5% 0
Volume 48,530 37,646 -10,884 -22.4% 532,078
Daily Pivots for day following 13-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,772 13,696 13,298
R3 13,550 13,474 13,237
R2 13,328 13,328 13,217
R1 13,252 13,252 13,196 13,290
PP 13,106 13,106 13,106 13,125
S1 13,030 13,030 13,156 13,068
S2 12,884 12,884 13,135
S3 12,662 12,808 13,115
S4 12,440 12,586 13,054
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 13,182 12,741 441 3.3% 126 1.0% 99% True False 70,174
10 13,182 12,721 461 3.5% 134 1.0% 99% True False 97,872
20 13,182 12,700 482 3.7% 129 1.0% 99% True False 105,199
40 13,182 12,327 855 6.5% 130 1.0% 99% True False 96,824
60 13,182 11,661 1,521 11.5% 137 1.0% 100% True False 89,524
80 13,182 11,077 2,105 16.0% 160 1.2% 100% True False 75,024
100 13,182 11,077 2,105 16.0% 167 1.3% 100% True False 60,024
120 13,182 10,288 2,894 22.0% 185 1.4% 100% True False 50,026
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 14,126
2.618 13,763
1.618 13,541
1.000 13,404
0.618 13,319
HIGH 13,182
0.618 13,097
0.500 13,071
0.382 13,045
LOW 12,960
0.618 12,823
1.000 12,738
1.618 12,601
2.618 12,379
4.250 12,017
Fisher Pivots for day following 13-Mar-2012
Pivot 1 day 3 day
R1 13,141 13,128
PP 13,106 13,080
S1 13,071 13,032

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

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