mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary
Previous Current
12-Mar-2012 13-Mar-2012 Change Change % Previous Week
Open 12,859 12,897 38 0.3% 12,895
High 12,904 13,115 211 1.6% 12,905
Low 12,813 12,892 79 0.6% 12,655
Close 12,897 13,109 212 1.6% 12,863
Range 91 223 132 145.1% 250
ATR 106 115 8 7.8% 0
Volume 106,622 143,300 36,678 34.4% 141,156
Daily Pivots for day following 13-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,708 13,631 13,232
R3 13,485 13,408 13,170
R2 13,262 13,262 13,150
R1 13,185 13,185 13,130 13,224
PP 13,039 13,039 13,039 13,058
S1 12,962 12,962 13,089 13,001
S2 12,816 12,816 13,068
S3 12,593 12,739 13,048
S4 12,370 12,516 12,986
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 13,115 12,678 437 3.3% 130 1.0% 99% True False 77,805
10 13,115 12,655 460 3.5% 121 0.9% 99% True False 39,144
20 13,115 12,632 483 3.7% 118 0.9% 99% True False 19,597
40 13,115 12,329 786 6.0% 94 0.7% 99% True False 9,805
60 13,115 11,639 1,476 11.3% 93 0.7% 100% True False 6,540
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 14,063
2.618 13,699
1.618 13,476
1.000 13,338
0.618 13,253
HIGH 13,115
0.618 13,030
0.500 13,004
0.382 12,977
LOW 12,892
0.618 12,754
1.000 12,669
1.618 12,531
2.618 12,308
4.250 11,944
Fisher Pivots for day following 13-Mar-2012
Pivot 1 day 3 day
R1 13,074 13,058
PP 13,039 13,006
S1 13,004 12,955

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

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