mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 27-Mar-2012
Day Change Summary
Previous Current
26-Mar-2012 27-Mar-2012 Change Change % Previous Week
Open 13,030 13,197 167 1.3% 13,163
High 13,204 13,245 41 0.3% 13,208
Low 13,021 13,122 101 0.8% 12,932
Close 13,200 13,124 -76 -0.6% 13,032
Range 183 123 -60 -32.8% 276
ATR 115 116 1 0.5% 0
Volume 97,619 86,241 -11,378 -11.7% 507,026
Daily Pivots for day following 27-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,533 13,451 13,192
R3 13,410 13,328 13,158
R2 13,287 13,287 13,147
R1 13,205 13,205 13,135 13,185
PP 13,164 13,164 13,164 13,153
S1 13,082 13,082 13,113 13,062
S2 13,041 13,041 13,102
S3 12,918 12,959 13,090
S4 12,795 12,836 13,056
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 13,245 12,932 313 2.4% 135 1.0% 61% True False 97,578
10 13,245 12,932 313 2.4% 112 0.9% 61% True False 99,030
20 13,245 12,655 590 4.5% 116 0.9% 79% True False 69,087
40 13,245 12,573 672 5.1% 104 0.8% 82% True False 34,560
60 13,245 12,170 1,075 8.2% 96 0.7% 89% True False 23,043
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 29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,768
2.618 13,567
1.618 13,444
1.000 13,368
0.618 13,321
HIGH 13,245
0.618 13,198
0.500 13,184
0.382 13,169
LOW 13,122
0.618 13,046
1.000 12,999
1.618 12,923
2.618 12,800
4.250 12,599
Fisher Pivots for day following 27-Mar-2012
Pivot 1 day 3 day
R1 13,184 13,112
PP 13,164 13,100
S1 13,144 13,089

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

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