mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 03-May-2012
Day Change Summary
Previous Current
02-May-2012 03-May-2012 Change Change % Previous Week
Open 13,219 13,201 -18 -0.1% 12,967
High 13,252 13,248 -4 0.0% 13,211
Low 13,135 13,118 -17 -0.1% 12,786
Close 13,204 13,143 -61 -0.5% 13,164
Range 117 130 13 11.1% 425
ATR 146 145 -1 -0.8% 0
Volume 109,262 121,905 12,643 11.6% 586,637
Daily Pivots for day following 03-May-2012
Classic Woodie Camarilla DeMark
R4 13,560 13,481 13,215
R3 13,430 13,351 13,179
R2 13,300 13,300 13,167
R1 13,221 13,221 13,155 13,196
PP 13,170 13,170 13,170 13,157
S1 13,091 13,091 13,131 13,066
S2 13,040 13,040 13,119
S3 12,910 12,961 13,107
S4 12,780 12,831 13,072
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 13,088 196 1.5% 126 1.0% 28% False False 103,109
10 13,284 12,786 498 3.8% 137 1.0% 72% False False 110,073
20 13,284 12,648 636 4.8% 154 1.2% 78% False False 118,250
40 13,284 12,648 636 4.8% 140 1.1% 78% False False 109,578
60 13,284 12,632 652 5.0% 127 1.0% 78% False False 73,338
80 13,284 12,202 1,082 8.2% 117 0.9% 87% False False 55,006
100 13,284 11,639 1,645 12.5% 109 0.8% 91% False False 44,006
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,801
2.618 13,588
1.618 13,458
1.000 13,378
0.618 13,328
HIGH 13,248
0.618 13,198
0.500 13,183
0.382 13,168
LOW 13,118
0.618 13,038
1.000 12,988
1.618 12,908
2.618 12,778
4.250 12,566
Fisher Pivots for day following 03-May-2012
Pivot 1 day 3 day
R1 13,183 13,195
PP 13,170 13,177
S1 13,156 13,160

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

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