mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 15-Mar-2012
Day Change Summary
Previous Current
14-Mar-2012 15-Mar-2012 Change Change % Previous Week
Open 13,178 13,190 12 0.1% 12,960
High 13,220 13,253 33 0.2% 12,975
Low 13,146 13,167 21 0.2% 12,721
Close 13,195 13,238 43 0.3% 12,931
Range 74 86 12 16.2% 254
ATR 128 125 -3 -2.3% 0
Volume 25,056 21,266 -3,790 -15.1% 532,078
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,477 13,444 13,285
R3 13,391 13,358 13,262
R2 13,305 13,305 13,254
R1 13,272 13,272 13,246 13,289
PP 13,219 13,219 13,219 13,228
S1 13,186 13,186 13,230 13,203
S2 13,133 13,133 13,222
S3 13,047 13,100 13,214
S4 12,961 13,014 13,191
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 13,253 12,881 372 2.8% 111 0.8% 96% True False 37,875
10 13,253 12,721 532 4.0% 123 0.9% 97% True False 75,316
20 13,253 12,700 553 4.2% 121 0.9% 97% True False 94,906
40 13,253 12,476 777 5.9% 126 1.0% 98% True False 93,341
60 13,253 11,661 1,592 12.0% 134 1.0% 99% True False 87,025
80 13,253 11,077 2,176 16.4% 156 1.2% 99% True False 75,602
100 13,253 11,077 2,176 16.4% 166 1.3% 99% True False 60,487
120 13,253 10,288 2,965 22.4% 179 1.4% 99% True False 50,411
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 False
Bear Hook False
Bull Hook False
Stretch 19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,619
2.618 13,478
1.618 13,392
1.000 13,339
0.618 13,306
HIGH 13,253
0.618 13,220
0.500 13,210
0.382 13,200
LOW 13,167
0.618 13,114
1.000 13,081
1.618 13,028
2.618 12,942
4.250 12,802
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 13,229 13,194
PP 13,219 13,150
S1 13,210 13,107

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

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