mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary
Previous Current
21-Mar-2012 22-Mar-2012 Change Change % Previous Week
Open 13,109 13,070 -39 -0.3% 12,859
High 13,160 13,091 -69 -0.5% 13,224
Low 13,042 12,948 -94 -0.7% 12,813
Close 13,066 13,001 -65 -0.5% 13,163
Range 118 143 25 21.2% 411
ATR 108 110 3 2.3% 0
Volume 100,580 117,678 17,098 17.0% 549,345
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,442 13,365 13,080
R3 13,299 13,222 13,040
R2 13,156 13,156 13,027
R1 13,079 13,079 13,014 13,046
PP 13,013 13,013 13,013 12,997
S1 12,936 12,936 12,988 12,903
S2 12,870 12,870 12,975
S3 12,727 12,793 12,962
S4 12,584 12,650 12,922
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 12,948 276 2.1% 107 0.8% 19% False True 98,931
10 13,224 12,795 429 3.3% 113 0.9% 48% False False 105,200
20 13,224 12,655 569 4.4% 115 0.9% 61% False False 55,619
40 13,224 12,460 764 5.9% 98 0.8% 71% False False 27,820
60 13,224 12,013 1,211 9.3% 92 0.7% 82% False False 18,550
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 13,699
2.618 13,465
1.618 13,322
1.000 13,234
0.618 13,179
HIGH 13,091
0.618 13,036
0.500 13,020
0.382 13,003
LOW 12,948
0.618 12,860
1.000 12,805
1.618 12,717
2.618 12,574
4.250 12,340
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 13,020 13,062
PP 13,013 13,042
S1 13,007 13,021

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

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