mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 29-Feb-2012
Day Change Summary
Previous Current
28-Feb-2012 29-Feb-2012 Change Change % Previous Week
Open 12,952 12,928 -24 -0.2% 12,900
High 12,952 12,983 31 0.2% 12,947
Low 12,845 12,835 -10 -0.1% 12,836
Close 12,925 12,866 -59 -0.5% 12,889
Range 107 148 41 38.3% 111
ATR 99 102 4 3.6% 0
Volume 155 101 -54 -34.8% 131
Daily Pivots for day following 29-Feb-2012
Classic Woodie Camarilla DeMark
R4 13,339 13,250 12,948
R3 13,191 13,102 12,907
R2 13,043 13,043 12,893
R1 12,954 12,954 12,880 12,925
PP 12,895 12,895 12,895 12,880
S1 12,806 12,806 12,853 12,777
S2 12,747 12,747 12,839
S3 12,599 12,658 12,825
S4 12,451 12,510 12,785
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 13,224 13,167 12,950
R3 13,113 13,056 12,920
R2 13,002 13,002 12,909
R1 12,945 12,945 12,899 12,918
PP 12,891 12,891 12,891 12,877
S1 12,834 12,834 12,879 12,807
S2 12,780 12,780 12,869
S3 12,669 12,723 12,859
S4 12,558 12,612 12,828
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,983 12,795 188 1.5% 101 0.8% 38% True False 62
10 12,983 12,632 351 2.7% 115 0.9% 67% True False 51
20 12,983 12,573 410 3.2% 91 0.7% 71% True False 34
40 12,983 12,170 813 6.3% 86 0.7% 86% True False 21
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 29
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 13,612
2.618 13,371
1.618 13,223
1.000 13,131
0.618 13,075
HIGH 12,983
0.618 12,927
0.500 12,909
0.382 12,892
LOW 12,835
0.618 12,744
1.000 12,687
1.618 12,596
2.618 12,448
4.250 12,206
Fisher Pivots for day following 29-Feb-2012
Pivot 1 day 3 day
R1 12,909 12,889
PP 12,895 12,881
S1 12,880 12,874

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

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