mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 05-Apr-2012
Day Change Summary
Previous Current
04-Apr-2012 05-Apr-2012 Change Change % Previous Week
Open 13,133 13,001 -132 -1.0% 13,030
High 13,135 13,038 -97 -0.7% 13,245
Low 12,951 12,929 -22 -0.2% 12,965
Close 13,005 12,978 -27 -0.2% 13,142
Range 184 109 -75 -40.8% 280
ATR 126 125 -1 -1.0% 0
Volume 116,969 93,919 -23,050 -19.7% 498,344
Daily Pivots for day following 05-Apr-2012
Classic Woodie Camarilla DeMark
R4 13,309 13,252 13,038
R3 13,200 13,143 13,008
R2 13,091 13,091 12,998
R1 13,034 13,034 12,988 13,008
PP 12,982 12,982 12,982 12,969
S1 12,925 12,925 12,968 12,899
S2 12,873 12,873 12,958
S3 12,764 12,816 12,948
S4 12,655 12,707 12,918
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 13,229 12,929 300 2.3% 134 1.0% 16% False True 104,146
10 13,245 12,929 316 2.4% 138 1.1% 16% False True 101,645
20 13,245 12,795 450 3.5% 125 1.0% 41% False False 103,422
40 13,245 12,632 613 4.7% 116 0.9% 56% False False 53,228
60 13,245 12,202 1,043 8.0% 105 0.8% 74% False False 35,489
80 13,245 11,639 1,606 12.4% 99 0.8% 83% False False 26,619
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 30
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,501
2.618 13,323
1.618 13,214
1.000 13,147
0.618 13,105
HIGH 13,038
0.618 12,996
0.500 12,984
0.382 12,971
LOW 12,929
0.618 12,862
1.000 12,820
1.618 12,753
2.618 12,644
4.250 12,466
Fisher Pivots for day following 05-Apr-2012
Pivot 1 day 3 day
R1 12,984 13,065
PP 12,982 13,036
S1 12,980 13,007

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

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