mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 12,897 13,110 213 1.7% 12,895
High 13,115 13,154 39 0.3% 12,905
Low 12,892 13,079 187 1.5% 12,655
Close 13,109 13,130 21 0.2% 12,863
Range 223 75 -148 -66.4% 250
ATR 115 112 -3 -2.5% 0
Volume 143,300 115,041 -28,259 -19.7% 141,156
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,346 13,313 13,171
R3 13,271 13,238 13,151
R2 13,196 13,196 13,144
R1 13,163 13,163 13,137 13,180
PP 13,121 13,121 13,121 13,129
S1 13,088 13,088 13,123 13,105
S2 13,046 13,046 13,116
S3 12,971 13,013 13,110
S4 12,896 12,938 13,089
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 13,154 12,753 401 3.1% 125 1.0% 94% True False 97,994
10 13,154 12,655 499 3.8% 117 0.9% 95% True False 50,634
20 13,154 12,632 522 4.0% 111 0.8% 95% True False 25,349
40 13,154 12,430 724 5.5% 94 0.7% 97% True False 12,681
60 13,154 11,639 1,515 11.5% 94 0.7% 98% True False 8,457
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 17
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 13,473
2.618 13,350
1.618 13,275
1.000 13,229
0.618 13,200
HIGH 13,154
0.618 13,125
0.500 13,117
0.382 13,108
LOW 13,079
0.618 13,033
1.000 13,004
1.618 12,958
2.618 12,883
4.250 12,760
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 13,126 13,081
PP 13,121 13,032
S1 13,117 12,984

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

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