mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 13,125 13,169 44 0.3% 12,859
High 13,188 13,224 36 0.3% 13,224
Low 13,098 13,157 59 0.5% 12,813
Close 13,172 13,163 -9 -0.1% 13,163
Range 90 67 -23 -25.6% 411
ATR 110 107 -3 -2.8% 0
Volume 110,976 73,406 -37,570 -33.9% 549,345
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,382 13,340 13,200
R3 13,315 13,273 13,182
R2 13,248 13,248 13,175
R1 13,206 13,206 13,169 13,194
PP 13,181 13,181 13,181 13,175
S1 13,139 13,139 13,157 13,127
S2 13,114 13,114 13,151
S3 13,047 13,072 13,145
S4 12,980 13,005 13,126
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 14,300 14,142 13,389
R3 13,889 13,731 13,276
R2 13,478 13,478 13,238
R1 13,320 13,320 13,201 13,399
PP 13,067 13,067 13,067 13,106
S1 12,909 12,909 13,125 12,988
S2 12,656 12,656 13,088
S3 12,245 12,498 13,050
S4 11,834 12,087 12,937
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,224 12,813 411 3.1% 109 0.8% 85% True False 109,869
10 13,224 12,655 569 4.3% 115 0.9% 89% True False 68,999
20 13,224 12,655 569 4.3% 106 0.8% 89% True False 34,563
40 13,224 12,460 764 5.8% 93 0.7% 92% True False 17,289
60 13,224 11,930 1,294 9.8% 89 0.7% 95% True False 11,530
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 19
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 13,509
2.618 13,400
1.618 13,333
1.000 13,291
0.618 13,266
HIGH 13,224
0.618 13,199
0.500 13,191
0.382 13,183
LOW 13,157
0.618 13,116
1.000 13,090
1.618 13,049
2.618 12,982
4.250 12,872
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 13,191 13,159
PP 13,181 13,155
S1 13,172 13,152

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

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