mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 01-Mar-2012
Day Change Summary
Previous Current
29-Feb-2012 01-Mar-2012 Change Change % Previous Week
Open 12,928 12,840 -88 -0.7% 12,900
High 12,983 12,952 -31 -0.2% 12,947
Low 12,835 12,835 0 0.0% 12,836
Close 12,866 12,901 35 0.3% 12,889
Range 148 117 -31 -20.9% 111
ATR 102 103 1 1.0% 0
Volume 101 137 36 35.6% 131
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,247 13,191 12,965
R3 13,130 13,074 12,933
R2 13,013 13,013 12,923
R1 12,957 12,957 12,912 12,985
PP 12,896 12,896 12,896 12,910
S1 12,840 12,840 12,890 12,868
S2 12,779 12,779 12,880
S3 12,662 12,723 12,869
S4 12,545 12,606 12,837
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% 111 0.9% 56% False False 88
10 12,983 12,632 351 2.7% 106 0.8% 77% False False 64
20 12,983 12,573 410 3.2% 93 0.7% 80% False False 40
40 12,983 12,170 813 6.3% 87 0.7% 90% False False 25
60 12,983 11,639 1,344 10.4% 91 0.7% 94% False False 19
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 23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,449
2.618 13,258
1.618 13,141
1.000 13,069
0.618 13,024
HIGH 12,952
0.618 12,907
0.500 12,894
0.382 12,880
LOW 12,835
0.618 12,763
1.000 12,718
1.618 12,646
2.618 12,529
4.250 12,338
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 12,899 12,909
PP 12,896 12,906
S1 12,894 12,904

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

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