mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 12,843 12,859 16 0.1% 12,895
High 12,905 12,904 -1 0.0% 12,905
Low 12,795 12,813 18 0.1% 12,655
Close 12,863 12,897 34 0.3% 12,863
Range 110 91 -19 -17.3% 250
ATR 108 106 -1 -1.1% 0
Volume 81,405 106,622 25,217 31.0% 141,156
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,144 13,112 12,947
R3 13,053 13,021 12,922
R2 12,962 12,962 12,914
R1 12,930 12,930 12,905 12,946
PP 12,871 12,871 12,871 12,880
S1 12,839 12,839 12,889 12,855
S2 12,780 12,780 12,880
S3 12,689 12,748 12,872
S4 12,598 12,657 12,847
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,558 13,460 13,001
R3 13,308 13,210 12,932
R2 13,058 13,058 12,909
R1 12,960 12,960 12,886 12,884
PP 12,808 12,808 12,808 12,770
S1 12,710 12,710 12,840 12,634
S2 12,558 12,558 12,817
S3 12,308 12,460 12,794
S4 12,058 12,210 12,726
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,905 12,655 250 1.9% 135 1.0% 97% False False 49,417
10 12,983 12,655 328 2.5% 113 0.9% 74% False False 24,824
20 12,983 12,632 351 2.7% 108 0.8% 75% False False 12,433
40 12,983 12,265 718 5.6% 93 0.7% 88% False False 6,223
60 12,983 11,639 1,344 10.4% 91 0.7% 94% False False 4,152
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 19
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,291
2.618 13,142
1.618 13,051
1.000 12,995
0.618 12,960
HIGH 12,904
0.618 12,869
0.500 12,859
0.382 12,848
LOW 12,813
0.618 12,757
1.000 12,722
1.618 12,666
2.618 12,575
4.250 12,426
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 12,884 12,874
PP 12,871 12,852
S1 12,859 12,829

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

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