mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 04-May-2012
Day Change Summary
Previous Current
03-May-2012 04-May-2012 Change Change % Previous Week
Open 13,201 13,144 -57 -0.4% 13,177
High 13,248 13,168 -80 -0.6% 13,284
Low 13,118 12,952 -166 -1.3% 12,952
Close 13,143 12,957 -186 -1.4% 12,957
Range 130 216 86 66.2% 332
ATR 145 150 5 3.5% 0
Volume 121,905 139,189 17,284 14.2% 542,699
Daily Pivots for day following 04-May-2012
Classic Woodie Camarilla DeMark
R4 13,674 13,531 13,076
R3 13,458 13,315 13,017
R2 13,242 13,242 12,997
R1 13,099 13,099 12,977 13,063
PP 13,026 13,026 13,026 13,007
S1 12,883 12,883 12,937 12,847
S2 12,810 12,810 12,918
S3 12,594 12,667 12,898
S4 12,378 12,451 12,838
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 14,060 13,841 13,140
R3 13,728 13,509 13,048
R2 13,396 13,396 13,018
R1 13,177 13,177 12,988 13,121
PP 13,064 13,064 13,064 13,036
S1 12,845 12,845 12,927 12,789
S2 12,732 12,732 12,896
S3 12,400 12,513 12,866
S4 12,068 12,181 12,775
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,284 12,952 332 2.6% 144 1.1% 2% False True 108,539
10 13,284 12,786 498 3.8% 144 1.1% 34% False False 112,933
20 13,284 12,648 636 4.9% 160 1.2% 49% False False 120,513
40 13,284 12,648 636 4.9% 142 1.1% 49% False False 111,968
60 13,284 12,632 652 5.0% 130 1.0% 50% False False 75,656
80 13,284 12,202 1,082 8.4% 118 0.9% 70% False False 56,745
100 13,284 11,639 1,645 12.7% 111 0.9% 80% False False 45,398
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 14,086
2.618 13,734
1.618 13,518
1.000 13,384
0.618 13,302
HIGH 13,168
0.618 13,086
0.500 13,060
0.382 13,035
LOW 12,952
0.618 12,819
1.000 12,736
1.618 12,603
2.618 12,387
4.250 12,034
Fisher Pivots for day following 04-May-2012
Pivot 1 day 3 day
R1 13,060 13,102
PP 13,026 13,054
S1 12,991 13,005

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

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