mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 20-Mar-2012
Day Change Summary
Previous Current
19-Mar-2012 20-Mar-2012 Change Change % Previous Week
Open 13,163 13,166 3 0.0% 12,859
High 13,208 13,176 -32 -0.2% 13,224
Low 13,123 13,053 -70 -0.5% 12,813
Close 13,167 13,108 -59 -0.4% 13,163
Range 85 123 38 44.7% 411
ATR 106 107 1 1.2% 0
Volume 97,568 105,425 7,857 8.1% 549,345
Daily Pivots for day following 20-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,481 13,418 13,176
R3 13,358 13,295 13,142
R2 13,235 13,235 13,131
R1 13,172 13,172 13,119 13,142
PP 13,112 13,112 13,112 13,098
S1 13,049 13,049 13,097 13,019
S2 12,989 12,989 13,086
S3 12,866 12,926 13,074
S4 12,743 12,803 13,040
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 13,053 171 1.3% 88 0.7% 32% False True 100,483
10 13,224 12,678 546 4.2% 109 0.8% 79% False False 89,144
20 13,224 12,655 569 4.3% 108 0.8% 80% False False 44,708
40 13,224 12,460 764 5.8% 96 0.7% 85% False False 22,364
60 13,224 12,013 1,211 9.2% 89 0.7% 90% False False 14,912
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 24
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,699
2.618 13,498
1.618 13,375
1.000 13,299
0.618 13,252
HIGH 13,176
0.618 13,129
0.500 13,115
0.382 13,100
LOW 13,053
0.618 12,977
1.000 12,930
1.618 12,854
2.618 12,731
4.250 12,530
Fisher Pivots for day following 20-Mar-2012
Pivot 1 day 3 day
R1 13,115 13,139
PP 13,112 13,128
S1 13,110 13,118

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

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