mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 15-May-2012
Day Change Summary
Previous Current
14-May-2012 15-May-2012 Change Change % Previous Week
Open 12,752 12,662 -90 -0.7% 12,870
High 12,798 12,759 -39 -0.3% 12,991
Low 12,627 12,573 -54 -0.4% 12,700
Close 12,655 12,605 -50 -0.4% 12,788
Range 171 186 15 8.8% 291
ATR 161 163 2 1.1% 0
Volume 160,946 190,657 29,711 18.5% 775,216
Daily Pivots for day following 15-May-2012
Classic Woodie Camarilla DeMark
R4 13,204 13,090 12,707
R3 13,018 12,904 12,656
R2 12,832 12,832 12,639
R1 12,718 12,718 12,622 12,682
PP 12,646 12,646 12,646 12,628
S1 12,532 12,532 12,588 12,496
S2 12,460 12,460 12,571
S3 12,274 12,346 12,554
S4 12,088 12,160 12,503
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 12,891 12,573 318 2.5% 170 1.4% 10% False True 168,325
10 13,252 12,573 679 5.4% 175 1.4% 5% False True 149,717
20 13,284 12,573 711 5.6% 159 1.3% 5% False True 132,934
40 13,284 12,573 711 5.6% 156 1.2% 5% False True 121,930
60 13,284 12,573 711 5.6% 139 1.1% 5% False True 94,433
80 13,284 12,460 824 6.5% 125 1.0% 18% False False 70,829
100 13,284 11,990 1,294 10.3% 115 0.9% 48% False False 56,665
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 46
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,550
2.618 13,246
1.618 13,060
1.000 12,945
0.618 12,874
HIGH 12,759
0.618 12,688
0.500 12,666
0.382 12,644
LOW 12,573
0.618 12,458
1.000 12,387
1.618 12,272
2.618 12,086
4.250 11,783
Fisher Pivots for day following 15-May-2012
Pivot 1 day 3 day
R1 12,666 12,728
PP 12,646 12,687
S1 12,625 12,646

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

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