mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 12,870 12,955 85 0.7% 13,177
High 12,991 12,975 -16 -0.1% 13,284
Low 12,779 12,755 -24 -0.2% 12,952
Close 12,959 12,867 -92 -0.7% 12,957
Range 212 220 8 3.8% 332
ATR 154 159 5 3.0% 0
Volume 112,564 172,626 60,062 53.4% 542,699
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 13,526 13,416 12,988
R3 13,306 13,196 12,928
R2 13,086 13,086 12,907
R1 12,976 12,976 12,887 12,921
PP 12,866 12,866 12,866 12,838
S1 12,756 12,756 12,847 12,701
S2 12,646 12,646 12,827
S3 12,426 12,536 12,807
S4 12,206 12,316 12,746
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 13,252 12,755 497 3.9% 179 1.4% 23% False True 131,109
10 13,284 12,755 529 4.1% 155 1.2% 21% False True 118,012
20 13,284 12,686 598 4.6% 164 1.3% 30% False False 122,811
40 13,284 12,648 636 4.9% 148 1.2% 34% False False 114,397
60 13,284 12,632 652 5.1% 135 1.0% 36% False False 80,409
80 13,284 12,265 1,019 7.9% 120 0.9% 59% False False 60,310
100 13,284 11,639 1,645 12.8% 114 0.9% 75% False False 48,250
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 40
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 13,910
2.618 13,551
1.618 13,331
1.000 13,195
0.618 13,111
HIGH 12,975
0.618 12,891
0.500 12,865
0.382 12,839
LOW 12,755
0.618 12,619
1.000 12,535
1.618 12,399
2.618 12,179
4.250 11,820
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 12,866 12,962
PP 12,866 12,930
S1 12,865 12,899

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

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