mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 30-Mar-2012
Day Change Summary
Previous Current
29-Mar-2012 30-Mar-2012 Change Change % Previous Week
Open 13,051 13,076 25 0.2% 13,030
High 13,087 13,158 71 0.5% 13,245
Low 12,965 13,067 102 0.8% 12,965
Close 13,078 13,142 64 0.5% 13,142
Range 122 91 -31 -25.4% 280
ATR 120 118 -2 -1.7% 0
Volume 108,216 88,397 -19,819 -18.3% 498,344
Daily Pivots for day following 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,395 13,360 13,192
R3 13,304 13,269 13,167
R2 13,213 13,213 13,159
R1 13,178 13,178 13,150 13,196
PP 13,122 13,122 13,122 13,131
S1 13,087 13,087 13,134 13,105
S2 13,031 13,031 13,125
S3 12,940 12,996 13,117
S4 12,849 12,905 13,092
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,957 13,830 13,296
R3 13,677 13,550 13,219
R2 13,397 13,397 13,193
R1 13,270 13,270 13,168 13,334
PP 13,117 13,117 13,117 13,149
S1 12,990 12,990 13,116 13,054
S2 12,837 12,837 13,091
S3 12,557 12,710 13,065
S4 12,277 12,430 12,988
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,245 12,965 280 2.1% 139 1.1% 63% False False 99,668
10 13,245 12,932 313 2.4% 127 1.0% 67% False False 100,537
20 13,245 12,655 590 4.5% 121 0.9% 83% False False 84,768
40 13,245 12,632 613 4.7% 107 0.8% 83% False False 42,422
60 13,245 12,202 1,043 7.9% 99 0.8% 90% False False 28,284
80 13,245 11,639 1,606 12.2% 99 0.8% 94% False False 21,216
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 13,545
2.618 13,396
1.618 13,305
1.000 13,249
0.618 13,214
HIGH 13,158
0.618 13,123
0.500 13,113
0.382 13,102
LOW 13,067
0.618 13,011
1.000 12,976
1.618 12,920
2.618 12,829
4.250 12,680
Fisher Pivots for day following 30-Mar-2012
Pivot 1 day 3 day
R1 13,132 13,118
PP 13,122 13,095
S1 13,113 13,071

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

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