mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 11-May-2012
Day Change Summary
Previous Current
10-May-2012 11-May-2012 Change Change % Previous Week
Open 12,795 12,833 38 0.3% 12,870
High 12,891 12,883 -8 -0.1% 12,991
Low 12,741 12,723 -18 -0.1% 12,700
Close 12,834 12,788 -46 -0.4% 12,788
Range 150 160 10 6.7% 291
ATR 160 160 0 0.0% 0
Volume 150,739 130,526 -20,213 -13.4% 775,216
Daily Pivots for day following 11-May-2012
Classic Woodie Camarilla DeMark
R4 13,278 13,193 12,876
R3 13,118 13,033 12,832
R2 12,958 12,958 12,817
R1 12,873 12,873 12,803 12,836
PP 12,798 12,798 12,798 12,779
S1 12,713 12,713 12,773 12,676
S2 12,638 12,638 12,759
S3 12,478 12,553 12,744
S4 12,318 12,393 12,700
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 13,699 13,535 12,948
R3 13,408 13,244 12,868
R2 13,117 13,117 12,841
R1 12,953 12,953 12,815 12,890
PP 12,826 12,826 12,826 12,795
S1 12,662 12,662 12,761 12,599
S2 12,535 12,535 12,735
S3 12,244 12,371 12,708
S4 11,953 12,080 12,628
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,991 12,700 291 2.3% 185 1.4% 30% False False 155,043
10 13,284 12,700 584 4.6% 165 1.3% 15% False False 131,791
20 13,284 12,700 584 4.6% 163 1.3% 15% False False 128,948
40 13,284 12,648 636 5.0% 151 1.2% 22% False False 117,415
60 13,284 12,648 636 5.0% 136 1.1% 22% False False 88,574
80 13,284 12,460 824 6.4% 122 1.0% 40% False False 66,435
100 13,284 11,695 1,589 12.4% 116 0.9% 69% False False 53,150
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,563
2.618 13,302
1.618 13,142
1.000 13,043
0.618 12,982
HIGH 12,883
0.618 12,822
0.500 12,803
0.382 12,784
LOW 12,723
0.618 12,624
1.000 12,563
1.618 12,464
2.618 12,304
4.250 12,043
Fisher Pivots for day following 11-May-2012
Pivot 1 day 3 day
R1 12,803 12,796
PP 12,798 12,793
S1 12,793 12,791

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

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