mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 11-Jan-2012
Day Change Summary
Previous Current
10-Jan-2012 11-Jan-2012 Change Change % Previous Week
Open 12,391 12,269 -122 -1.0% 12,321
High 12,399 12,336 -63 -0.5% 12,341
Low 12,320 12,269 -51 -0.4% 12,170
Close 12,320 12,319 -1 0.0% 12,239
Range 79 67 -12 -15.2% 171
ATR 126 121 -4 -3.3% 0
Volume 1 16 15 1,500.0% 26
Daily Pivots for day following 11-Jan-2012
Classic Woodie Camarilla DeMark
R4 12,509 12,481 12,356
R3 12,442 12,414 12,338
R2 12,375 12,375 12,331
R1 12,347 12,347 12,325 12,361
PP 12,308 12,308 12,308 12,315
S1 12,280 12,280 12,313 12,294
S2 12,241 12,241 12,307
S3 12,174 12,213 12,301
S4 12,107 12,146 12,282
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 12,763 12,672 12,333
R3 12,592 12,501 12,286
R2 12,421 12,421 12,270
R1 12,330 12,330 12,255 12,290
PP 12,250 12,250 12,250 12,230
S1 12,159 12,159 12,223 12,119
S2 12,079 12,079 12,208
S3 11,908 11,988 12,192
S4 11,737 11,817 12,145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,399 12,170 229 1.9% 64 0.5% 65% False False 8
10 12,399 12,013 386 3.1% 60 0.5% 79% False False 8
20 12,399 11,639 760 6.2% 82 0.7% 89% False False 8
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 8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,621
2.618 12,512
1.618 12,445
1.000 12,403
0.618 12,378
HIGH 12,336
0.618 12,311
0.500 12,303
0.382 12,295
LOW 12,269
0.618 12,228
1.000 12,202
1.618 12,161
2.618 12,094
4.250 11,984
Fisher Pivots for day following 11-Jan-2012
Pivot 1 day 3 day
R1 12,314 12,333
PP 12,308 12,328
S1 12,303 12,324

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

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