mini-sized Dow ($5) Future June 2012

Trading Metrics calculated at close of trading on 17-Jan-2012

Day Change Summary
	Previous	Current
	13-Jan-2012	17-Jan-2012	Change	Change %	Previous Week
Open	12,360	12,300	-60	-0.5%	12,266
High	12,360	12,420	60	0.5%	12,399
Low	12,202	12,265	63	0.5%	12,202
Close	12,320	12,350	30	0.2%	12,320
Range	158	155	-3	-1.9%	197
ATR	124	126	2	1.8%	0
Volume	9	7	-2	-22.2%	61

Daily Pivots for day following 17-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,810	12,735	12,435
R3	12,655	12,580	12,393
R2	12,500	12,500	12,379
R1	12,425	12,425	12,364	12,463
PP	12,345	12,345	12,345	12,364
S1	12,270	12,270	12,336	12,308
S2	12,190	12,190	12,322
S3	12,035	12,115	12,308
S4	11,880	11,960	12,265

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,898	12,806	12,428
R3	12,701	12,609	12,374
R2	12,504	12,504	12,356
R1	12,412	12,412	12,338	12,458
PP	12,307	12,307	12,307	12,330
S1	12,215	12,215	12,302	12,261
S2	12,110	12,110	12,284
S3	11,913	12,018	12,266
S4	11,716	11,821	12,212

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,420	12,202	218	1.8%	116	0.9%	68%	True	False	10
10	12,420	12,170	250	2.0%	87	0.7%	72%	True	False	9
20	12,420	11,639	781	6.3%	90	0.7%	91%	True	False	9

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	11
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,079
2.618	12,826
1.618	12,671
1.000	12,575
0.618	12,516
HIGH	12,420
0.618	12,361
0.500	12,343
0.382	12,324
LOW	12,265
0.618	12,169
1.000	12,110
1.618	12,014
2.618	11,859
4.250	11,606

Fisher Pivots for day following 17-Jan-2012
Pivot	1 day	3 day
R1	12,348	12,337
PP	12,345	12,324
S1	12,343	12,311

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols