mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 12-Apr-2012
Day Change Summary
Previous Current
11-Apr-2012 12-Apr-2012 Change Change % Previous Week
Open 12,686 12,744 58 0.5% 13,171
High 12,785 12,955 170 1.3% 13,229
Low 12,686 12,737 51 0.4% 12,929
Close 12,744 12,950 206 1.6% 12,978
Range 99 218 119 120.2% 300
ATR 133 139 6 4.5% 0
Volume 113,727 121,453 7,726 6.8% 432,337
Daily Pivots for day following 12-Apr-2012
Classic Woodie Camarilla DeMark
R4 13,535 13,460 13,070
R3 13,317 13,242 13,010
R2 13,099 13,099 12,990
R1 13,024 13,024 12,970 13,062
PP 12,881 12,881 12,881 12,899
S1 12,806 12,806 12,930 12,844
S2 12,663 12,663 12,910
S3 12,445 12,588 12,890
S4 12,227 12,370 12,830
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 13,945 13,762 13,143
R3 13,645 13,462 13,061
R2 13,345 13,345 13,033
R1 13,162 13,162 13,006 13,104
PP 13,045 13,045 13,045 13,016
S1 12,862 12,862 12,951 12,804
S2 12,745 12,745 12,923
S3 12,445 12,562 12,896
S4 12,145 12,262 12,813
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,038 12,648 390 3.0% 154 1.2% 77% False False 113,669
10 13,229 12,648 581 4.5% 145 1.1% 52% False False 110,337
20 13,245 12,648 597 4.6% 133 1.0% 51% False False 104,825
40 13,245 12,632 613 4.7% 122 0.9% 52% False False 65,087
60 13,245 12,430 815 6.3% 107 0.8% 64% False False 43,396
80 13,245 11,639 1,606 12.4% 104 0.8% 82% False False 32,549
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 25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,882
2.618 13,526
1.618 13,308
1.000 13,173
0.618 13,090
HIGH 12,955
0.618 12,872
0.500 12,846
0.382 12,820
LOW 12,737
0.618 12,602
1.000 12,519
1.618 12,384
2.618 12,166
4.250 11,811
Fisher Pivots for day following 12-Apr-2012
Pivot 1 day 3 day
R1 12,915 12,901
PP 12,881 12,851
S1 12,846 12,802

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

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