mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 21-May-2012
Day Change Summary
Previous Current
18-May-2012 21-May-2012 Change Change % Previous Week
Open 12,422 12,335 -87 -0.7% 12,752
High 12,480 12,493 13 0.1% 12,798
Low 12,318 12,305 -13 -0.1% 12,318
Close 12,335 12,490 155 1.3% 12,335
Range 162 188 26 16.0% 480
ATR 167 169 1 0.9% 0
Volume 184,650 131,255 -53,395 -28.9% 908,648
Daily Pivots for day following 21-May-2012
Classic Woodie Camarilla DeMark
R4 12,993 12,930 12,594
R3 12,805 12,742 12,542
R2 12,617 12,617 12,525
R1 12,554 12,554 12,507 12,586
PP 12,429 12,429 12,429 12,445
S1 12,366 12,366 12,473 12,398
S2 12,241 12,241 12,456
S3 12,053 12,178 12,438
S4 11,865 11,990 12,387
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 12,759 12,305 454 3.6% 186 1.5% 41% False True 175,791
10 12,975 12,305 670 5.4% 182 1.5% 28% False True 170,255
20 13,284 12,305 979 7.8% 164 1.3% 19% False True 141,010
40 13,284 12,305 979 7.8% 162 1.3% 19% False True 128,901
60 13,284 12,305 979 7.8% 146 1.2% 19% False True 105,903
80 13,284 12,305 979 7.8% 131 1.0% 19% False True 79,433
100 13,284 12,082 1,202 9.6% 120 1.0% 34% False False 63,548
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,292
2.618 12,985
1.618 12,797
1.000 12,681
0.618 12,609
HIGH 12,493
0.618 12,421
0.500 12,399
0.382 12,377
LOW 12,305
0.618 12,189
1.000 12,117
1.618 12,001
2.618 11,813
4.250 11,506
Fisher Pivots for day following 21-May-2012
Pivot 1 day 3 day
R1 12,460 12,485
PP 12,429 12,480
S1 12,399 12,475

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

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