mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 13,190 13,233 43 0.3% 12,922
High 13,253 13,302 49 0.4% 13,302
Low 13,167 13,226 59 0.4% 12,881
Close 13,238 13,302 64 0.5% 13,302
Range 86 76 -10 -11.6% 421
ATR 125 121 -3 -2.8% 0
Volume 21,266 2,117 -19,149 -90.0% 134,615
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,505 13,479 13,344
R3 13,429 13,403 13,323
R2 13,353 13,353 13,316
R1 13,327 13,327 13,309 13,340
PP 13,277 13,277 13,277 13,283
S1 13,251 13,251 13,295 13,264
S2 13,201 13,201 13,288
S3 13,125 13,175 13,281
S4 13,049 13,099 13,260
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 14,425 14,284 13,534
R3 14,004 13,863 13,418
R2 13,583 13,583 13,379
R1 13,442 13,442 13,341 13,513
PP 13,162 13,162 13,162 13,197
S1 13,021 13,021 13,264 13,092
S2 12,741 12,741 13,225
S3 12,320 12,600 13,186
S4 11,899 12,179 13,071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,302 12,881 421 3.2% 110 0.8% 100% True False 26,923
10 13,302 12,721 581 4.4% 122 0.9% 100% True False 66,669
20 13,302 12,721 581 4.4% 116 0.9% 100% True False 88,192
40 13,302 12,476 826 6.2% 125 0.9% 100% True False 91,655
60 13,302 11,693 1,609 12.1% 132 1.0% 100% True False 85,823
80 13,302 11,077 2,225 16.7% 155 1.2% 100% True False 75,628
100 13,302 11,077 2,225 16.7% 164 1.2% 100% True False 60,508
120 13,302 10,288 3,014 22.7% 177 1.3% 100% True False 50,429
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,625
2.618 13,501
1.618 13,425
1.000 13,378
0.618 13,349
HIGH 13,302
0.618 13,273
0.500 13,264
0.382 13,255
LOW 13,226
0.618 13,179
1.000 13,150
1.618 13,103
2.618 13,027
4.250 12,903
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 13,289 13,276
PP 13,277 13,250
S1 13,264 13,224

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

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