mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 12,899 12,684 -215 -1.7% 12,851
High 12,899 12,779 -120 -0.9% 12,983
Low 12,655 12,678 23 0.2% 12,795
Close 12,674 12,772 98 0.8% 12,896
Range 244 101 -143 -58.6% 188
ATR 106 106 0 -0.1% 0
Volume 1,357 14,098 12,741 938.9% 634
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,046 13,010 12,828
R3 12,945 12,909 12,800
R2 12,844 12,844 12,791
R1 12,808 12,808 12,781 12,826
PP 12,743 12,743 12,743 12,752
S1 12,707 12,707 12,763 12,725
S2 12,642 12,642 12,754
S3 12,541 12,606 12,744
S4 12,440 12,505 12,717
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 12,913 12,655 258 2.0% 108 0.8% 45% False False 3,274
10 12,983 12,655 328 2.6% 110 0.9% 36% False False 1,681
20 12,983 12,632 351 2.7% 101 0.8% 40% False False 856
40 12,983 12,202 781 6.1% 93 0.7% 73% False False 433
60 12,983 11,639 1,344 10.5% 88 0.7% 84% False False 291
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,208
2.618 13,044
1.618 12,943
1.000 12,880
0.618 12,842
HIGH 12,779
0.618 12,741
0.500 12,729
0.382 12,717
LOW 12,678
0.618 12,616
1.000 12,577
1.618 12,515
2.618 12,414
4.250 12,249
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 12,758 12,777
PP 12,743 12,775
S1 12,729 12,774

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

View Archives - Comment on this page... - Back to Index of Symbols