mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 16-Apr-2012
Day Change Summary
Previous Current
13-Apr-2012 16-Apr-2012 Change Change % Previous Week
Open 12,949 12,790 -159 -1.2% 12,860
High 12,971 12,925 -46 -0.4% 12,971
Low 12,775 12,748 -27 -0.2% 12,648
Close 12,788 12,850 62 0.5% 12,788
Range 196 177 -19 -9.7% 323
ATR 143 146 2 1.7% 0
Volume 132,092 150,551 18,459 14.0% 606,520
Daily Pivots for day following 16-Apr-2012
Classic Woodie Camarilla DeMark
R4 13,372 13,288 12,947
R3 13,195 13,111 12,899
R2 13,018 13,018 12,883
R1 12,934 12,934 12,866 12,976
PP 12,841 12,841 12,841 12,862
S1 12,757 12,757 12,834 12,799
S2 12,664 12,664 12,818
S3 12,487 12,580 12,801
S4 12,310 12,403 12,753
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% 188 1.5% 63% False False 136,393
10 13,229 12,648 581 4.5% 161 1.3% 35% False False 118,940
20 13,245 12,648 597 4.6% 144 1.1% 34% False False 109,738
40 13,245 12,648 597 4.6% 125 1.0% 34% False False 72,151
60 13,245 12,460 785 6.1% 110 0.9% 50% False False 48,106
80 13,245 11,930 1,315 10.2% 103 0.8% 70% False False 36,082
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 27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,677
2.618 13,389
1.618 13,212
1.000 13,102
0.618 13,035
HIGH 12,925
0.618 12,858
0.500 12,837
0.382 12,816
LOW 12,748
0.618 12,639
1.000 12,571
1.618 12,462
2.618 12,285
4.250 11,996
Fisher Pivots for day following 16-Apr-2012
Pivot 1 day 3 day
R1 12,846 12,854
PP 12,841 12,853
S1 12,837 12,851

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

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