mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 27-Apr-2012
Day Change Summary
Previous Current
26-Apr-2012 27-Apr-2012 Change Change % Previous Week
Open 13,041 13,160 119 0.9% 12,967
High 13,172 13,211 39 0.3% 13,211
Low 12,998 13,088 90 0.7% 12,786
Close 13,160 13,164 4 0.0% 13,164
Range 174 123 -51 -29.3% 425
ATR 153 151 -2 -1.4% 0
Volume 117,170 112,035 -5,135 -4.4% 586,637
Daily Pivots for day following 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 13,523 13,467 13,232
R3 13,400 13,344 13,198
R2 13,277 13,277 13,187
R1 13,221 13,221 13,175 13,249
PP 13,154 13,154 13,154 13,169
S1 13,098 13,098 13,153 13,126
S2 13,031 13,031 13,142
S3 12,908 12,975 13,130
S4 12,785 12,852 13,096
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 14,329 14,171 13,398
R3 13,904 13,746 13,281
R2 13,479 13,479 13,242
R1 13,321 13,321 13,203 13,400
PP 13,054 13,054 13,054 13,093
S1 12,896 12,896 13,125 12,975
S2 12,629 12,629 13,086
S3 12,204 12,471 13,047
S4 11,779 12,046 12,930
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,211 12,786 425 3.2% 143 1.1% 89% True False 117,327
10 13,211 12,748 463 3.5% 161 1.2% 90% True False 126,105
20 13,229 12,648 581 4.4% 157 1.2% 89% False False 119,415
40 13,245 12,648 597 4.5% 139 1.1% 86% False False 99,894
60 13,245 12,631 614 4.7% 125 0.9% 87% False False 66,613
80 13,245 12,170 1,075 8.2% 113 0.9% 92% False False 49,962
100 13,245 11,639 1,606 12.2% 110 0.8% 95% False False 39,972
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 34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,734
2.618 13,533
1.618 13,410
1.000 13,334
0.618 13,287
HIGH 13,211
0.618 13,164
0.500 13,150
0.382 13,135
LOW 13,088
0.618 13,012
1.000 12,965
1.618 12,889
2.618 12,766
4.250 12,565
Fisher Pivots for day following 27-Apr-2012
Pivot 1 day 3 day
R1 13,159 13,137
PP 13,154 13,110
S1 13,150 13,084

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

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