mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 12,840 12,893 53 0.4% 12,851
High 12,952 12,913 -39 -0.3% 12,983
Low 12,835 12,842 7 0.1% 12,795
Close 12,901 12,896 -5 0.0% 12,896
Range 117 71 -46 -39.3% 188
ATR 103 101 -2 -2.2% 0
Volume 137 225 88 64.2% 634
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,097 13,067 12,935
R3 13,026 12,996 12,916
R2 12,955 12,955 12,909
R1 12,925 12,925 12,903 12,940
PP 12,884 12,884 12,884 12,891
S1 12,854 12,854 12,890 12,869
S2 12,813 12,813 12,883
S3 12,742 12,783 12,877
S4 12,671 12,712 12,857
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,455 13,364 13,000
R3 13,267 13,176 12,948
R2 13,079 13,079 12,931
R1 12,988 12,988 12,913 13,034
PP 12,891 12,891 12,891 12,914
S1 12,800 12,800 12,879 12,846
S2 12,703 12,703 12,862
S3 12,515 12,612 12,844
S4 12,327 12,424 12,793
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% 116 0.9% 54% False False 126
10 12,983 12,789 194 1.5% 95 0.7% 55% False False 79
20 12,983 12,631 352 2.7% 96 0.7% 75% False False 51
40 12,983 12,170 813 6.3% 88 0.7% 89% False False 30
60 12,983 11,639 1,344 10.4% 91 0.7% 94% False False 23
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,215
2.618 13,099
1.618 13,028
1.000 12,984
0.618 12,957
HIGH 12,913
0.618 12,886
0.500 12,878
0.382 12,869
LOW 12,842
0.618 12,798
1.000 12,771
1.618 12,727
2.618 12,656
4.250 12,540
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 12,890 12,909
PP 12,884 12,905
S1 12,878 12,900

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

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