mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 17-Apr-2012
Day Change Summary
Previous Current
16-Apr-2012 17-Apr-2012 Change Change % Previous Week
Open 12,790 12,850 60 0.5% 12,860
High 12,925 13,070 145 1.1% 12,971
Low 12,748 12,816 68 0.5% 12,648
Close 12,850 13,024 174 1.4% 12,788
Range 177 254 77 43.5% 323
ATR 146 154 8 5.3% 0
Volume 150,551 121,341 -29,210 -19.4% 606,520
Daily Pivots for day following 17-Apr-2012
Classic Woodie Camarilla DeMark
R4 13,732 13,632 13,164
R3 13,478 13,378 13,094
R2 13,224 13,224 13,071
R1 13,124 13,124 13,047 13,174
PP 12,970 12,970 12,970 12,995
S1 12,870 12,870 13,001 12,920
S2 12,716 12,716 12,978
S3 12,462 12,616 12,954
S4 12,208 12,362 12,884
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 13,070 12,686 384 2.9% 189 1.4% 88% True False 127,832
10 13,200 12,648 552 4.2% 172 1.3% 68% False False 119,969
20 13,245 12,648 597 4.6% 153 1.2% 63% False False 110,927
40 13,245 12,648 597 4.6% 129 1.0% 63% False False 75,183
60 13,245 12,460 785 6.0% 114 0.9% 72% False False 50,128
80 13,245 11,990 1,255 9.6% 104 0.8% 82% False False 37,598
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24
Widest range in 81 trading days
Fibonacci Retracements and Extensions
4.250 14,150
2.618 13,735
1.618 13,481
1.000 13,324
0.618 13,227
HIGH 13,070
0.618 12,973
0.500 12,943
0.382 12,913
LOW 12,816
0.618 12,659
1.000 12,562
1.618 12,405
2.618 12,151
4.250 11,737
Fisher Pivots for day following 17-Apr-2012
Pivot 1 day 3 day
R1 12,997 12,986
PP 12,970 12,947
S1 12,943 12,909

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

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