mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 26-Mar-2012
Day Change Summary
Previous Current
23-Mar-2012 26-Mar-2012 Change Change % Previous Week
Open 13,002 13,030 28 0.2% 13,163
High 13,041 13,204 163 1.2% 13,208
Low 12,932 13,021 89 0.7% 12,932
Close 13,032 13,200 168 1.3% 13,032
Range 109 183 74 67.9% 276
ATR 110 115 5 4.7% 0
Volume 85,775 97,619 11,844 13.8% 507,026
Daily Pivots for day following 26-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,691 13,628 13,301
R3 13,508 13,445 13,250
R2 13,325 13,325 13,234
R1 13,262 13,262 13,217 13,294
PP 13,142 13,142 13,142 13,157
S1 13,079 13,079 13,183 13,111
S2 12,959 12,959 13,167
S3 12,776 12,896 13,150
S4 12,593 12,713 13,099
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,885 13,735 13,184
R3 13,609 13,459 13,108
R2 13,333 13,333 13,083
R1 13,183 13,183 13,057 13,120
PP 13,057 13,057 13,057 13,026
S1 12,907 12,907 13,007 12,844
S2 12,781 12,781 12,982
S3 12,505 12,631 12,956
S4 12,229 12,355 12,880
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,204 12,932 272 2.1% 135 1.0% 99% True False 101,415
10 13,224 12,892 332 2.5% 122 0.9% 93% False False 104,736
20 13,224 12,655 569 4.3% 117 0.9% 96% False False 64,780
40 13,224 12,494 730 5.5% 103 0.8% 97% False False 32,404
60 13,224 12,082 1,142 8.7% 95 0.7% 98% False False 21,606
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 25
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 13,982
2.618 13,683
1.618 13,500
1.000 13,387
0.618 13,317
HIGH 13,204
0.618 13,134
0.500 13,113
0.382 13,091
LOW 13,021
0.618 12,908
1.000 12,838
1.618 12,725
2.618 12,542
4.250 12,243
Fisher Pivots for day following 26-Mar-2012
Pivot 1 day 3 day
R1 13,171 13,156
PP 13,142 13,112
S1 13,113 13,068

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

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