mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 13-Apr-2012
Day Change Summary
Previous Current
12-Apr-2012 13-Apr-2012 Change Change % Previous Week
Open 12,744 12,949 205 1.6% 12,860
High 12,955 12,971 16 0.1% 12,971
Low 12,737 12,775 38 0.3% 12,648
Close 12,950 12,788 -162 -1.3% 12,788
Range 218 196 -22 -10.1% 323
ATR 139 143 4 2.9% 0
Volume 121,453 132,092 10,639 8.8% 606,520
Daily Pivots for day following 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 13,433 13,306 12,896
R3 13,237 13,110 12,842
R2 13,041 13,041 12,824
R1 12,914 12,914 12,806 12,880
PP 12,845 12,845 12,845 12,827
S1 12,718 12,718 12,770 12,684
S2 12,649 12,649 12,752
S3 12,453 12,522 12,734
S4 12,257 12,326 12,680
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 13,771 13,603 12,966
R3 13,448 13,280 12,877
R2 13,125 13,125 12,847
R1 12,957 12,957 12,818 12,880
PP 12,802 12,802 12,802 12,764
S1 12,634 12,634 12,759 12,557
S2 12,479 12,479 12,729
S3 12,156 12,311 12,699
S4 11,833 11,988 12,610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,971 12,648 323 2.5% 171 1.3% 43% True False 121,304
10 13,229 12,648 581 4.5% 152 1.2% 24% False False 112,725
20 13,245 12,648 597 4.7% 139 1.1% 23% False False 105,881
40 13,245 12,648 597 4.7% 123 1.0% 23% False False 68,388
60 13,245 12,460 785 6.1% 109 0.8% 42% False False 45,597
80 13,245 11,695 1,550 12.1% 104 0.8% 71% False False 34,200
Crabel Price Patterns
NR True
NR4 False
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 23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,804
2.618 13,484
1.618 13,288
1.000 13,167
0.618 13,092
HIGH 12,971
0.618 12,896
0.500 12,873
0.382 12,850
LOW 12,775
0.618 12,654
1.000 12,579
1.618 12,458
2.618 12,262
4.250 11,942
Fisher Pivots for day following 13-Apr-2012
Pivot 1 day 3 day
R1 12,873 12,829
PP 12,845 12,815
S1 12,816 12,802

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

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