mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 21-Feb-2012
Day Change Summary
Previous Current
17-Feb-2012 21-Feb-2012 Change Change % Previous Week
Open 12,789 12,900 111 0.9% 12,742
High 12,870 12,947 77 0.6% 12,870
Low 12,789 12,836 47 0.4% 12,632
Close 12,858 12,873 15 0.1% 12,858
Range 81 111 30 37.0% 238
ATR 104 104 1 0.5% 0
Volume 27 36 9 33.3% 153
Daily Pivots for day following 21-Feb-2012
Classic Woodie Camarilla DeMark
R4 13,218 13,157 12,934
R3 13,107 13,046 12,904
R2 12,996 12,996 12,893
R1 12,935 12,935 12,883 12,910
PP 12,885 12,885 12,885 12,873
S1 12,824 12,824 12,863 12,799
S2 12,774 12,774 12,853
S3 12,663 12,713 12,843
S4 12,552 12,602 12,812
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 12,947 12,632 315 2.4% 121 0.9% 77% True False 33
10 12,947 12,632 315 2.4% 93 0.7% 77% True False 28
20 12,947 12,460 487 3.8% 84 0.7% 85% True False 17
40 12,947 11,990 957 7.4% 80 0.6% 92% True False 14
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 16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,419
2.618 13,238
1.618 13,127
1.000 13,058
0.618 13,016
HIGH 12,947
0.618 12,905
0.500 12,892
0.382 12,879
LOW 12,836
0.618 12,768
1.000 12,725
1.618 12,657
2.618 12,546
4.250 12,364
Fisher Pivots for day following 21-Feb-2012
Pivot 1 day 3 day
R1 12,892 12,845
PP 12,885 12,817
S1 12,879 12,790

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

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