mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 12,640 12,601 -39 -0.3% 12,610
High 12,640 12,601 -39 -0.3% 12,640
Low 12,601 12,544 -57 -0.5% 12,500
Close 12,615 12,544 -71 -0.6% 12,544
Range 39 57 18 46.2% 140
ATR 105 103 -2 -2.3% 0
Volume 6 8 2 33.3% 41
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 12,734 12,696 12,575
R3 12,677 12,639 12,560
R2 12,620 12,620 12,555
R1 12,582 12,582 12,549 12,573
PP 12,563 12,563 12,563 12,558
S1 12,525 12,525 12,539 12,516
S2 12,506 12,506 12,534
S3 12,449 12,468 12,528
S4 12,392 12,411 12,513
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 12,981 12,903 12,621
R3 12,841 12,763 12,583
R2 12,701 12,701 12,570
R1 12,623 12,623 12,557 12,592
PP 12,561 12,561 12,561 12,546
S1 12,483 12,483 12,531 12,452
S2 12,421 12,421 12,518
S3 12,281 12,343 12,506
S4 12,141 12,203 12,467
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,640 12,500 140 1.1% 61 0.5% 31% False False 8
10 12,640 12,202 438 3.5% 91 0.7% 78% False False 10
20 12,640 12,082 558 4.4% 78 0.6% 83% False False 10
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 17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,843
2.618 12,750
1.618 12,693
1.000 12,658
0.618 12,636
HIGH 12,601
0.618 12,579
0.500 12,573
0.382 12,566
LOW 12,544
0.618 12,509
1.000 12,487
1.618 12,452
2.618 12,395
4.250 12,302
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 12,573 12,570
PP 12,563 12,561
S1 12,554 12,553

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

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