mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 09-May-2012
Day Change Summary
Previous Current
08-May-2012 09-May-2012 Change Change % Previous Week
Open 12,955 12,875 -80 -0.6% 13,177
High 12,975 12,884 -91 -0.7% 13,284
Low 12,755 12,700 -55 -0.4% 12,952
Close 12,867 12,795 -72 -0.6% 12,957
Range 220 184 -36 -16.4% 332
ATR 159 161 2 1.1% 0
Volume 172,626 208,761 36,135 20.9% 542,699
Daily Pivots for day following 09-May-2012
Classic Woodie Camarilla DeMark
R4 13,345 13,254 12,896
R3 13,161 13,070 12,846
R2 12,977 12,977 12,829
R1 12,886 12,886 12,812 12,840
PP 12,793 12,793 12,793 12,770
S1 12,702 12,702 12,778 12,656
S2 12,609 12,609 12,761
S3 12,425 12,518 12,745
S4 12,241 12,334 12,694
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 13,248 12,700 548 4.3% 193 1.5% 17% False True 151,009
10 13,284 12,700 584 4.6% 164 1.3% 16% False True 126,585
20 13,284 12,700 584 4.6% 168 1.3% 16% False True 127,562
40 13,284 12,648 636 5.0% 147 1.1% 23% False False 116,033
60 13,284 12,632 652 5.1% 137 1.1% 25% False False 83,888
80 13,284 12,329 955 7.5% 121 0.9% 49% False False 62,919
100 13,284 11,639 1,645 12.9% 115 0.9% 70% False False 50,337
Crabel Price Patterns
NR True
NR4 True
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 False
Bull Hook False
Stretch 40
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,666
2.618 13,366
1.618 13,182
1.000 13,068
0.618 12,998
HIGH 12,884
0.618 12,814
0.500 12,792
0.382 12,770
LOW 12,700
0.618 12,586
1.000 12,516
1.618 12,402
2.618 12,218
4.250 11,918
Fisher Pivots for day following 09-May-2012
Pivot 1 day 3 day
R1 12,794 12,846
PP 12,793 12,829
S1 12,792 12,812

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

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