mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 02-May-2012
Day Change Summary
Previous Current
01-May-2012 02-May-2012 Change Change % Previous Week
Open 13,166 13,219 53 0.4% 12,967
High 13,284 13,252 -32 -0.2% 13,211
Low 13,105 13,135 30 0.2% 12,786
Close 13,218 13,204 -14 -0.1% 13,164
Range 179 117 -62 -34.6% 425
ATR 148 146 -2 -1.5% 0
Volume 82,605 109,262 26,657 32.3% 586,637
Daily Pivots for day following 02-May-2012
Classic Woodie Camarilla DeMark
R4 13,548 13,493 13,268
R3 13,431 13,376 13,236
R2 13,314 13,314 13,226
R1 13,259 13,259 13,215 13,228
PP 13,197 13,197 13,197 13,182
S1 13,142 13,142 13,193 13,111
S2 13,080 13,080 13,183
S3 12,963 13,025 13,172
S4 12,846 12,908 13,140
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 13,284 12,998 286 2.2% 135 1.0% 72% False False 102,162
10 13,284 12,786 498 3.8% 146 1.1% 84% False False 115,008
20 13,284 12,648 636 4.8% 157 1.2% 87% False False 118,003
40 13,284 12,648 636 4.8% 139 1.1% 87% False False 106,883
60 13,284 12,632 652 4.9% 126 1.0% 88% False False 71,306
80 13,284 12,202 1,082 8.2% 116 0.9% 93% False False 53,482
100 13,284 11,639 1,645 12.5% 110 0.8% 95% False False 42,787
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,749
2.618 13,558
1.618 13,441
1.000 13,369
0.618 13,324
HIGH 13,252
0.618 13,207
0.500 13,194
0.382 13,180
LOW 13,135
0.618 13,063
1.000 13,018
1.618 12,946
2.618 12,829
4.250 12,638
Fisher Pivots for day following 02-May-2012
Pivot 1 day 3 day
R1 13,201 13,201
PP 13,197 13,198
S1 13,194 13,195

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

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