mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 12,808 12,787 -21 -0.2% 12,785
High 12,817 12,831 14 0.1% 12,828
Low 12,770 12,785 15 0.1% 12,609
Close 12,797 12,831 34 0.3% 12,797
Range 47 46 -1 -2.1% 219
ATR 72 70 -2 -2.6% 0
Volume 2 10 8 400.0% 31
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 12,954 12,938 12,856
R3 12,908 12,892 12,844
R2 12,862 12,862 12,840
R1 12,846 12,846 12,835 12,854
PP 12,816 12,816 12,816 12,820
S1 12,800 12,800 12,827 12,808
S2 12,770 12,770 12,823
S3 12,724 12,754 12,818
S4 12,678 12,708 12,806
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,402 13,318 12,918
R3 13,183 13,099 12,857
R2 12,964 12,964 12,837
R1 12,880 12,880 12,817 12,922
PP 12,745 12,745 12,745 12,766
S1 12,661 12,661 12,777 12,703
S2 12,526 12,526 12,757
S3 12,307 12,442 12,737
S4 12,088 12,223 12,677
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,831 12,609 222 1.7% 55 0.4% 100% True False 7
10 12,929 12,609 320 2.5% 62 0.5% 69% False False 5
20 12,929 12,609 320 2.5% 46 0.4% 69% False False 3
40 12,929 12,257 672 5.2% 27 0.2% 85% False False 2
Crabel Price Patterns
NR True
NR4 True
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 5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,027
2.618 12,952
1.618 12,906
1.000 12,877
0.618 12,860
HIGH 12,831
0.618 12,814
0.500 12,808
0.382 12,803
LOW 12,785
0.618 12,757
1.000 12,739
1.618 12,711
2.618 12,665
4.250 12,590
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 12,823 12,813
PP 12,816 12,795
S1 12,808 12,777

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

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