mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 21-Mar-2012
Day Change Summary
Previous Current
20-Mar-2012 21-Mar-2012 Change Change % Previous Week
Open 13,166 13,109 -57 -0.4% 12,859
High 13,176 13,160 -16 -0.1% 13,224
Low 13,053 13,042 -11 -0.1% 12,813
Close 13,108 13,066 -42 -0.3% 13,163
Range 123 118 -5 -4.1% 411
ATR 107 108 1 0.7% 0
Volume 105,425 100,580 -4,845 -4.6% 549,345
Daily Pivots for day following 21-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,443 13,373 13,131
R3 13,325 13,255 13,099
R2 13,207 13,207 13,088
R1 13,137 13,137 13,077 13,113
PP 13,089 13,089 13,089 13,078
S1 13,019 13,019 13,055 12,995
S2 12,971 12,971 13,044
S3 12,853 12,901 13,034
S4 12,735 12,783 13,001
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 13,042 182 1.4% 97 0.7% 13% False True 97,591
10 13,224 12,753 471 3.6% 111 0.8% 66% False False 97,792
20 13,224 12,655 569 4.4% 110 0.8% 72% False False 49,737
40 13,224 12,460 764 5.8% 96 0.7% 79% False False 24,878
60 13,224 12,013 1,211 9.3% 90 0.7% 87% False False 16,589
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,662
2.618 13,469
1.618 13,351
1.000 13,278
0.618 13,233
HIGH 13,160
0.618 13,115
0.500 13,101
0.382 13,087
LOW 13,042
0.618 12,969
1.000 12,924
1.618 12,851
2.618 12,733
4.250 12,541
Fisher Pivots for day following 21-Mar-2012
Pivot 1 day 3 day
R1 13,101 13,125
PP 13,089 13,105
S1 13,078 13,086

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

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