mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 29-Mar-2012
Day Change Summary
Previous Current
28-Mar-2012 29-Mar-2012 Change Change % Previous Week
Open 13,124 13,051 -73 -0.6% 13,163
High 13,177 13,087 -90 -0.7% 13,208
Low 13,003 12,965 -38 -0.3% 12,932
Close 13,053 13,078 25 0.2% 13,032
Range 174 122 -52 -29.9% 276
ATR 120 120 0 0.1% 0
Volume 117,871 108,216 -9,655 -8.2% 507,026
Daily Pivots for day following 29-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,409 13,366 13,145
R3 13,287 13,244 13,112
R2 13,165 13,165 13,100
R1 13,122 13,122 13,089 13,144
PP 13,043 13,043 13,043 13,054
S1 13,000 13,000 13,067 13,022
S2 12,921 12,921 13,056
S3 12,799 12,878 13,045
S4 12,677 12,756 13,011
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% 142 1.1% 47% False False 99,144
10 13,245 12,932 313 2.4% 125 1.0% 47% False False 99,037
20 13,245 12,655 590 4.5% 122 0.9% 72% False False 80,373
40 13,245 12,631 614 4.7% 109 0.8% 73% False False 40,212
60 13,245 12,170 1,075 8.2% 99 0.8% 84% False False 26,811
80 13,245 11,639 1,606 12.3% 99 0.8% 90% False False 20,111
Crabel Price Patterns
NR True
NR4 True
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 32
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,606
2.618 13,407
1.618 13,285
1.000 13,209
0.618 13,163
HIGH 13,087
0.618 13,041
0.500 13,026
0.382 13,012
LOW 12,965
0.618 12,890
1.000 12,843
1.618 12,768
2.618 12,646
4.250 12,447
Fisher Pivots for day following 29-Mar-2012
Pivot 1 day 3 day
R1 13,061 13,105
PP 13,043 13,096
S1 13,026 13,087

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

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