mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 23-May-2012
Day Change Summary
Previous Current
22-May-2012 23-May-2012 Change Change % Previous Week
Open 12,489 12,480 -9 -0.1% 12,752
High 12,553 12,486 -67 -0.5% 12,798
Low 12,423 12,286 -137 -1.1% 12,318
Close 12,477 12,466 -11 -0.1% 12,335
Range 130 200 70 53.8% 480
ATR 166 168 2 1.5% 0
Volume 155,360 190,766 35,406 22.8% 908,648
Daily Pivots for day following 23-May-2012
Classic Woodie Camarilla DeMark
R4 13,013 12,939 12,576
R3 12,813 12,739 12,521
R2 12,613 12,613 12,503
R1 12,539 12,539 12,484 12,476
PP 12,413 12,413 12,413 12,381
S1 12,339 12,339 12,448 12,276
S2 12,213 12,213 12,429
S3 12,013 12,139 12,411
S4 11,813 11,939 12,356
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 12,644 12,286 358 2.9% 183 1.5% 50% False True 171,015
10 12,891 12,286 605 4.9% 174 1.4% 30% False True 166,729
20 13,284 12,286 998 8.0% 169 1.4% 18% False True 146,657
40 13,284 12,286 998 8.0% 163 1.3% 18% False True 132,958
60 13,284 12,286 998 8.0% 147 1.2% 18% False True 111,668
80 13,284 12,286 998 8.0% 133 1.1% 18% False True 83,759
100 13,284 12,170 1,114 8.9% 123 1.0% 27% False False 67,009
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,336
2.618 13,010
1.618 12,810
1.000 12,686
0.618 12,610
HIGH 12,486
0.618 12,410
0.500 12,386
0.382 12,363
LOW 12,286
0.618 12,163
1.000 12,086
1.618 11,963
2.618 11,763
4.250 11,436
Fisher Pivots for day following 23-May-2012
Pivot 1 day 3 day
R1 12,439 12,451
PP 12,413 12,435
S1 12,386 12,420

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

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