mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary
Previous Current
21-May-2012 22-May-2012 Change Change % Previous Week
Open 12,335 12,489 154 1.2% 12,752
High 12,493 12,553 60 0.5% 12,798
Low 12,305 12,423 118 1.0% 12,318
Close 12,490 12,477 -13 -0.1% 12,335
Range 188 130 -58 -30.9% 480
ATR 169 166 -3 -1.6% 0
Volume 131,255 155,360 24,105 18.4% 908,648
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 12,874 12,806 12,549
R3 12,744 12,676 12,513
R2 12,614 12,614 12,501
R1 12,546 12,546 12,489 12,515
PP 12,484 12,484 12,484 12,469
S1 12,416 12,416 12,465 12,385
S2 12,354 12,354 12,453
S3 12,224 12,286 12,441
S4 12,094 12,156 12,406
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 12,704 12,305 399 3.2% 175 1.4% 43% False False 168,732
10 12,891 12,305 586 4.7% 173 1.4% 29% False False 168,528
20 13,284 12,305 979 7.8% 164 1.3% 18% False False 143,270
40 13,284 12,305 979 7.8% 161 1.3% 18% False False 130,345
60 13,284 12,305 979 7.8% 146 1.2% 18% False False 108,490
80 13,284 12,305 979 7.8% 132 1.1% 18% False False 81,375
100 13,284 12,082 1,202 9.6% 122 1.0% 33% False False 65,102
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 53
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 13,106
2.618 12,893
1.618 12,763
1.000 12,683
0.618 12,633
HIGH 12,553
0.618 12,503
0.500 12,488
0.382 12,473
LOW 12,423
0.618 12,343
1.000 12,293
1.618 12,213
2.618 12,083
4.250 11,871
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 12,488 12,461
PP 12,484 12,445
S1 12,481 12,429

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

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