mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 12,969 13,178 209 1.6% 12,960
High 13,182 13,220 38 0.3% 12,975
Low 12,960 13,146 186 1.4% 12,721
Close 13,176 13,195 19 0.1% 12,931
Range 222 74 -148 -66.7% 254
ATR 132 128 -4 -3.1% 0
Volume 37,646 25,056 -12,590 -33.4% 532,078
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,409 13,376 13,236
R3 13,335 13,302 13,215
R2 13,261 13,261 13,209
R1 13,228 13,228 13,202 13,245
PP 13,187 13,187 13,187 13,195
S1 13,154 13,154 13,188 13,171
S2 13,113 13,113 13,182
S3 13,039 13,080 13,175
S4 12,965 13,006 13,154
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 13,220 12,823 397 3.0% 119 0.9% 94% True False 51,216
10 13,220 12,721 499 3.8% 128 1.0% 95% True False 85,927
20 13,220 12,700 520 3.9% 127 1.0% 95% True False 101,175
40 13,220 12,397 823 6.2% 127 1.0% 97% True False 94,930
60 13,220 11,661 1,559 11.8% 135 1.0% 98% True False 88,478
80 13,220 11,077 2,143 16.2% 158 1.2% 99% True False 75,337
100 13,220 11,077 2,143 16.2% 166 1.3% 99% True False 60,275
120 13,220 10,288 2,932 22.2% 183 1.4% 99% True False 50,234
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 21
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 13,535
2.618 13,414
1.618 13,340
1.000 13,294
0.618 13,266
HIGH 13,220
0.618 13,192
0.500 13,183
0.382 13,174
LOW 13,146
0.618 13,100
1.000 13,072
1.618 13,026
2.618 12,952
4.250 12,832
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 13,191 13,147
PP 13,187 13,099
S1 13,183 13,051

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

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