mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 23-Apr-2012
Day Change Summary
Previous Current
20-Apr-2012 23-Apr-2012 Change Change % Previous Week
Open 12,909 12,967 58 0.4% 12,790
High 13,027 12,978 -49 -0.4% 13,070
Low 12,876 12,786 -90 -0.7% 12,748
Close 12,988 12,871 -117 -0.9% 12,988
Range 151 192 41 27.2% 322
ATR 154 158 3 2.2% 0
Volume 110,589 124,249 13,660 12.4% 674,422
Daily Pivots for day following 23-Apr-2012
Classic Woodie Camarilla DeMark
R4 13,454 13,355 12,977
R3 13,262 13,163 12,924
R2 13,070 13,070 12,906
R1 12,971 12,971 12,889 12,925
PP 12,878 12,878 12,878 12,855
S1 12,779 12,779 12,854 12,733
S2 12,686 12,686 12,836
S3 12,494 12,587 12,818
S4 12,302 12,395 12,766
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 12,786 284 2.2% 183 1.4% 30% False True 129,624
10 13,070 12,648 422 3.3% 186 1.4% 53% False False 133,008
20 13,245 12,648 597 4.6% 161 1.2% 37% False False 116,793
40 13,245 12,648 597 4.6% 137 1.1% 37% False False 88,350
60 13,245 12,460 785 6.1% 120 0.9% 52% False False 58,907
80 13,245 12,082 1,163 9.0% 110 0.8% 68% False False 44,183
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 31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,794
2.618 13,481
1.618 13,289
1.000 13,170
0.618 13,097
HIGH 12,978
0.618 12,905
0.500 12,882
0.382 12,859
LOW 12,786
0.618 12,667
1.000 12,594
1.618 12,475
2.618 12,283
4.250 11,970
Fisher Pivots for day following 23-Apr-2012
Pivot 1 day 3 day
R1 12,882 12,922
PP 12,878 12,905
S1 12,875 12,888

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

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