mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 02-Apr-2012
Day Change Summary
Previous Current
30-Mar-2012 02-Apr-2012 Change Change % Previous Week
Open 13,076 13,171 95 0.7% 13,030
High 13,158 13,229 71 0.5% 13,245
Low 13,067 13,082 15 0.1% 12,965
Close 13,142 13,189 47 0.4% 13,142
Range 91 147 56 61.5% 280
ATR 118 120 2 1.8% 0
Volume 88,397 111,056 22,659 25.6% 498,344
Daily Pivots for day following 02-Apr-2012
Classic Woodie Camarilla DeMark
R4 13,608 13,545 13,270
R3 13,461 13,398 13,230
R2 13,314 13,314 13,216
R1 13,251 13,251 13,203 13,283
PP 13,167 13,167 13,167 13,182
S1 13,104 13,104 13,176 13,136
S2 13,020 13,020 13,162
S3 12,873 12,957 13,149
S4 12,726 12,810 13,108
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% 132 1.0% 80% False False 102,356
10 13,245 12,932 313 2.4% 133 1.0% 82% False False 101,885
20 13,245 12,655 590 4.5% 127 1.0% 91% False False 90,311
40 13,245 12,632 613 4.6% 109 0.8% 91% False False 45,198
60 13,245 12,202 1,043 7.9% 100 0.8% 95% False False 30,135
80 13,245 11,639 1,606 12.2% 99 0.8% 97% False False 22,604
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,854
2.618 13,614
1.618 13,467
1.000 13,376
0.618 13,320
HIGH 13,229
0.618 13,173
0.500 13,156
0.382 13,138
LOW 13,082
0.618 12,991
1.000 12,935
1.618 12,844
2.618 12,697
4.250 12,457
Fisher Pivots for day following 02-Apr-2012
Pivot 1 day 3 day
R1 13,178 13,158
PP 13,167 13,128
S1 13,156 13,097

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

View Archives - Comment on this page... - Back to Index of Symbols