mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary
Previous Current
12-Mar-2012 13-Mar-2012 Change Change % Previous Week
Open 12,787 12,920 133 1.0% 12,785
High 12,831 13,048 217 1.7% 12,828
Low 12,785 12,920 135 1.1% 12,609
Close 12,831 13,048 217 1.7% 12,797
Range 46 128 82 178.3% 219
ATR 70 81 10 14.9% 0
Volume 10 4 -6 -60.0% 31
Daily Pivots for day following 13-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,389 13,347 13,119
R3 13,261 13,219 13,083
R2 13,133 13,133 13,072
R1 13,091 13,091 13,060 13,112
PP 13,005 13,005 13,005 13,016
S1 12,963 12,963 13,036 12,984
S2 12,877 12,877 13,025
S3 12,749 12,835 13,013
S4 12,621 12,707 12,978
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 13,048 12,611 437 3.3% 76 0.6% 100% True False 5
10 13,048 12,609 439 3.4% 73 0.6% 100% True False 5
20 13,048 12,609 439 3.4% 51 0.4% 100% True False 3
40 13,048 12,287 761 5.8% 30 0.2% 100% True False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 13,592
2.618 13,383
1.618 13,255
1.000 13,176
0.618 13,127
HIGH 13,048
0.618 12,999
0.500 12,984
0.382 12,969
LOW 12,920
0.618 12,841
1.000 12,792
1.618 12,713
2.618 12,585
4.250 12,376
Fisher Pivots for day following 13-Mar-2012
Pivot 1 day 3 day
R1 13,027 13,002
PP 13,005 12,955
S1 12,984 12,909

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

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