mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 07-May-2012
Day Change Summary
Previous Current
04-May-2012 07-May-2012 Change Change % Previous Week
Open 13,144 12,870 -274 -2.1% 13,177
High 13,168 12,991 -177 -1.3% 13,284
Low 12,952 12,779 -173 -1.3% 12,952
Close 12,957 12,959 2 0.0% 12,957
Range 216 212 -4 -1.9% 332
ATR 150 154 4 3.0% 0
Volume 139,189 112,564 -26,625 -19.1% 542,699
Daily Pivots for day following 07-May-2012
Classic Woodie Camarilla DeMark
R4 13,546 13,464 13,076
R3 13,334 13,252 13,017
R2 13,122 13,122 12,998
R1 13,040 13,040 12,979 13,081
PP 12,910 12,910 12,910 12,930
S1 12,828 12,828 12,940 12,869
S2 12,698 12,698 12,920
S3 12,486 12,616 12,901
S4 12,274 12,404 12,843
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 12,779 505 3.9% 171 1.3% 36% False True 113,105
10 13,284 12,779 505 3.9% 146 1.1% 36% False True 111,765
20 13,284 12,648 636 4.9% 166 1.3% 49% False False 122,386
40 13,284 12,648 636 4.9% 145 1.1% 49% False False 112,747
60 13,284 12,632 652 5.0% 133 1.0% 50% False False 77,532
80 13,284 12,202 1,082 8.3% 120 0.9% 70% False False 58,152
100 13,284 11,639 1,645 12.7% 112 0.9% 80% False False 46,524
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 True
Bull Hook False
Stretch 38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,892
2.618 13,546
1.618 13,334
1.000 13,203
0.618 13,122
HIGH 12,991
0.618 12,910
0.500 12,885
0.382 12,860
LOW 12,779
0.618 12,648
1.000 12,567
1.618 12,436
2.618 12,224
4.250 11,878
Fisher Pivots for day following 07-May-2012
Pivot 1 day 3 day
R1 12,934 13,014
PP 12,910 12,995
S1 12,885 12,977

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

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