mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 10-May-2012
Day Change Summary
Previous Current
09-May-2012 10-May-2012 Change Change % Previous Week
Open 12,875 12,795 -80 -0.6% 13,177
High 12,884 12,891 7 0.1% 13,284
Low 12,700 12,741 41 0.3% 12,952
Close 12,795 12,834 39 0.3% 12,957
Range 184 150 -34 -18.5% 332
ATR 161 160 -1 -0.5% 0
Volume 208,761 150,739 -58,022 -27.8% 542,699
Daily Pivots for day following 10-May-2012
Classic Woodie Camarilla DeMark
R4 13,272 13,203 12,917
R3 13,122 13,053 12,875
R2 12,972 12,972 12,862
R1 12,903 12,903 12,848 12,938
PP 12,822 12,822 12,822 12,839
S1 12,753 12,753 12,820 12,788
S2 12,672 12,672 12,807
S3 12,522 12,603 12,793
S4 12,372 12,453 12,752
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 13,168 12,700 468 3.6% 197 1.5% 29% False False 156,775
10 13,284 12,700 584 4.6% 161 1.3% 23% False False 129,942
20 13,284 12,700 584 4.6% 165 1.3% 23% False False 129,027
40 13,284 12,648 636 5.0% 149 1.2% 29% False False 116,926
60 13,284 12,632 652 5.1% 136 1.1% 31% False False 86,400
80 13,284 12,430 854 6.7% 121 0.9% 47% False False 64,803
100 13,284 11,639 1,645 12.8% 116 0.9% 73% False False 51,845
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 41
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,529
2.618 13,284
1.618 13,134
1.000 13,041
0.618 12,984
HIGH 12,891
0.618 12,834
0.500 12,816
0.382 12,798
LOW 12,741
0.618 12,648
1.000 12,591
1.618 12,498
2.618 12,348
4.250 12,104
Fisher Pivots for day following 10-May-2012
Pivot 1 day 3 day
R1 12,828 12,838
PP 12,822 12,836
S1 12,816 12,835

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

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