mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 15-Mar-2012
Day Change Summary
Previous Current
14-Mar-2012 15-Mar-2012 Change Change % Previous Week
Open 13,110 13,125 15 0.1% 12,895
High 13,154 13,188 34 0.3% 12,905
Low 13,079 13,098 19 0.1% 12,655
Close 13,130 13,172 42 0.3% 12,863
Range 75 90 15 20.0% 250
ATR 112 110 -2 -1.4% 0
Volume 115,041 110,976 -4,065 -3.5% 141,156
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,423 13,387 13,222
R3 13,333 13,297 13,197
R2 13,243 13,243 13,189
R1 13,207 13,207 13,180 13,225
PP 13,153 13,153 13,153 13,162
S1 13,117 13,117 13,164 13,135
S2 13,063 13,063 13,156
S3 12,973 13,027 13,147
S4 12,883 12,937 13,123
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 13,188 12,795 393 3.0% 118 0.9% 96% True False 111,468
10 13,188 12,655 533 4.0% 118 0.9% 97% True False 61,709
20 13,188 12,655 533 4.0% 107 0.8% 97% True False 30,894
40 13,188 12,460 728 5.5% 94 0.7% 98% True False 15,455
60 13,188 11,695 1,493 11.3% 92 0.7% 99% True False 10,307
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,571
2.618 13,424
1.618 13,334
1.000 13,278
0.618 13,244
HIGH 13,188
0.618 13,154
0.500 13,143
0.382 13,133
LOW 13,098
0.618 13,043
1.000 13,008
1.618 12,953
2.618 12,863
4.250 12,716
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 13,162 13,128
PP 13,153 13,084
S1 13,143 13,040

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

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