mini-sized Dow ($5) Future June 2012

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

Day Change Summary
	Previous	Current
	16-Feb-2012	17-Feb-2012	Change	Change %	Previous Week
Open	12,648	12,789	141	1.1%	12,742
High	12,812	12,870	58	0.5%	12,870
Low	12,632	12,789	157	1.2%	12,632
Close	12,799	12,858	59	0.5%	12,858
Range	180	81	-99	-55.0%	238
ATR	105	104	-2	-1.6%	0
Volume	80	27	-53	-66.3%	153

Daily Pivots for day following 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,082	13,051	12,903
R3	13,001	12,970	12,880
R2	12,920	12,920	12,873
R1	12,889	12,889	12,866	12,905
PP	12,839	12,839	12,839	12,847
S1	12,808	12,808	12,851	12,824
S2	12,758	12,758	12,843
S3	12,677	12,727	12,836
S4	12,596	12,646	12,814

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,501	13,417	12,989
R3	13,263	13,179	12,924
R2	13,025	13,025	12,902
R1	12,941	12,941	12,880	12,983
PP	12,787	12,787	12,787	12,808
S1	12,703	12,703	12,836	12,745
S2	12,549	12,549	12,814
S3	12,311	12,465	12,793
S4	12,073	12,227	12,727

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,870	12,632	238	1.9%	117	0.9%	95%	True	False	30
10	12,870	12,632	238	1.9%	89	0.7%	95%	True	False	27
20	12,870	12,460	410	3.2%	80	0.6%	97%	True	False	16
40	12,870	11,930	940	7.3%	80	0.6%	99%	True	False	13

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	13
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	13,214
2.618	13,082
1.618	13,001
1.000	12,951
0.618	12,920
HIGH	12,870
0.618	12,839
0.500	12,830
0.382	12,820
LOW	12,789
0.618	12,739
1.000	12,708
1.618	12,658
2.618	12,577
4.250	12,445

Fisher Pivots for day following 17-Feb-2012
Pivot	1 day	3 day
R1	12,849	12,822
PP	12,839	12,787
S1	12,830	12,751

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