mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 18-May-2012
Day Change Summary
Previous Current
17-May-2012 18-May-2012 Change Change % Previous Week
Open 12,575 12,422 -153 -1.2% 12,752
High 12,644 12,480 -164 -1.3% 12,798
Low 12,409 12,318 -91 -0.7% 12,318
Close 12,413 12,335 -78 -0.6% 12,335
Range 235 162 -73 -31.1% 480
ATR 168 167 0 -0.2% 0
Volume 193,045 184,650 -8,395 -4.3% 908,648
Daily Pivots for day following 18-May-2012
Classic Woodie Camarilla DeMark
R4 12,864 12,761 12,424
R3 12,702 12,599 12,380
R2 12,540 12,540 12,365
R1 12,437 12,437 12,350 12,408
PP 12,378 12,378 12,378 12,363
S1 12,275 12,275 12,320 12,246
S2 12,216 12,216 12,305
S3 12,054 12,113 12,291
S4 11,892 11,951 12,246
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 13,924 13,609 12,599
R3 13,444 13,129 12,467
R2 12,964 12,964 12,423
R1 12,649 12,649 12,379 12,567
PP 12,484 12,484 12,484 12,442
S1 12,169 12,169 12,291 12,087
S2 12,004 12,004 12,247
S3 11,524 11,689 12,203
S4 11,044 11,209 12,071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,798 12,318 480 3.9% 183 1.5% 4% False True 181,729
10 12,991 12,318 673 5.5% 184 1.5% 3% False True 168,386
20 13,284 12,318 966 7.8% 164 1.3% 2% False True 140,660
40 13,284 12,318 966 7.8% 160 1.3% 2% False True 127,764
60 13,284 12,318 966 7.8% 145 1.2% 2% False True 103,716
80 13,284 12,318 966 7.8% 129 1.0% 2% False True 77,792
100 13,284 12,013 1,271 10.3% 119 1.0% 25% False False 62,236
Crabel Price Patterns
NR True
NR4 False
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 55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,169
2.618 12,904
1.618 12,742
1.000 12,642
0.618 12,580
HIGH 12,480
0.618 12,418
0.500 12,399
0.382 12,380
LOW 12,318
0.618 12,218
1.000 12,156
1.618 12,056
2.618 11,894
4.250 11,630
Fisher Pivots for day following 18-May-2012
Pivot 1 day 3 day
R1 12,399 12,511
PP 12,378 12,452
S1 12,356 12,394

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

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