mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 20-Apr-2012
Day Change Summary
Previous Current
19-Apr-2012 20-Apr-2012 Change Change % Previous Week
Open 12,964 12,909 -55 -0.4% 12,790
High 13,057 13,027 -30 -0.2% 13,070
Low 12,837 12,876 39 0.3% 12,748
Close 12,902 12,988 86 0.7% 12,988
Range 220 151 -69 -31.4% 322
ATR 155 154 0 -0.2% 0
Volume 171,257 110,589 -60,668 -35.4% 674,422
Daily Pivots for day following 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 13,417 13,353 13,071
R3 13,266 13,202 13,030
R2 13,115 13,115 13,016
R1 13,051 13,051 13,002 13,083
PP 12,964 12,964 12,964 12,980
S1 12,900 12,900 12,974 12,932
S2 12,813 12,813 12,960
S3 12,662 12,749 12,947
S4 12,511 12,598 12,905
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 13,901 13,767 13,165
R3 13,579 13,445 13,077
R2 13,257 13,257 13,047
R1 13,123 13,123 13,018 13,190
PP 12,935 12,935 12,935 12,969
S1 12,801 12,801 12,959 12,868
S2 12,613 12,613 12,929
S3 12,291 12,479 12,900
S4 11,969 12,157 12,811
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,070 12,748 322 2.5% 180 1.4% 75% False False 134,884
10 13,070 12,648 422 3.2% 176 1.4% 81% False False 128,094
20 13,245 12,648 597 4.6% 157 1.2% 57% False False 114,869
40 13,245 12,648 597 4.6% 136 1.0% 57% False False 85,244
60 13,245 12,460 785 6.0% 118 0.9% 67% False False 56,836
80 13,245 12,013 1,232 9.5% 108 0.8% 79% False False 42,630
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,669
2.618 13,422
1.618 13,271
1.000 13,178
0.618 13,120
HIGH 13,027
0.618 12,969
0.500 12,952
0.382 12,934
LOW 12,876
0.618 12,783
1.000 12,725
1.618 12,632
2.618 12,481
4.250 12,234
Fisher Pivots for day following 20-Apr-2012
Pivot 1 day 3 day
R1 12,976 12,974
PP 12,964 12,961
S1 12,952 12,947

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

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