mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 15-Feb-2012
Day Change Summary
Previous Current
14-Feb-2012 15-Feb-2012 Change Change % Previous Week
Open 12,743 12,800 57 0.4% 12,706
High 12,768 12,863 95 0.7% 12,796
Low 12,738 12,659 -79 -0.6% 12,639
Close 12,768 12,692 -76 -0.6% 12,696
Range 30 204 174 580.0% 157
ATR 92 100 8 8.8% 0
Volume 14 8 -6 -42.9% 117
Daily Pivots for day following 15-Feb-2012
Classic Woodie Camarilla DeMark
R4 13,350 13,225 12,804
R3 13,146 13,021 12,748
R2 12,942 12,942 12,730
R1 12,817 12,817 12,711 12,778
PP 12,738 12,738 12,738 12,718
S1 12,613 12,613 12,673 12,574
S2 12,534 12,534 12,655
S3 12,330 12,409 12,636
S4 12,126 12,205 12,580
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 13,181 13,096 12,782
R3 13,024 12,939 12,739
R2 12,867 12,867 12,725
R1 12,782 12,782 12,711 12,746
PP 12,710 12,710 12,710 12,693
S1 12,625 12,625 12,682 12,589
S2 12,553 12,553 12,667
S3 12,396 12,468 12,653
S4 12,239 12,311 12,610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,863 12,639 224 1.8% 86 0.7% 24% True False 23
10 12,863 12,573 290 2.3% 81 0.6% 41% True False 16
20 12,863 12,430 433 3.4% 76 0.6% 61% True False 13
40 12,863 11,639 1,224 9.6% 85 0.7% 86% True False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 13,730
2.618 13,397
1.618 13,193
1.000 13,067
0.618 12,989
HIGH 12,863
0.618 12,785
0.500 12,761
0.382 12,737
LOW 12,659
0.618 12,533
1.000 12,455
1.618 12,329
2.618 12,125
4.250 11,792
Fisher Pivots for day following 15-Feb-2012
Pivot 1 day 3 day
R1 12,761 12,761
PP 12,738 12,738
S1 12,715 12,715

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

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