mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 14-Mar-2012

Day Change Summary
	Previous	Current
	13-Mar-2012	14-Mar-2012	Change	Change %	Previous Week
Open	12,920	13,070	150	1.2%	12,785
High	13,048	13,138	90	0.7%	12,828
Low	12,920	13,060	140	1.1%	12,609
Close	13,048	13,072	24	0.2%	12,797
Range	128	78	-50	-39.1%	219
ATR	81	81	1	0.8%	0
Volume	4	146	142	3,550.0%	31

Daily Pivots for day following 14-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,324	13,276	13,115
R3	13,246	13,198	13,094
R2	13,168	13,168	13,086
R1	13,120	13,120	13,079	13,144
PP	13,090	13,090	13,090	13,102
S1	13,042	13,042	13,065	13,066
S2	13,012	13,012	13,058
S3	12,934	12,964	13,051
S4	12,856	12,886	13,029

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	13,138	12,723	415	3.2%	73	0.6%	84%	True	False	34
10	13,138	12,609	529	4.0%	68	0.5%	88%	True	False	19
20	13,138	12,609	529	4.0%	55	0.4%	88%	True	False	10
40	13,138	12,371	767	5.9%	32	0.2%	91%	True	False	6

Crabel Price Patterns
NR	True
NR4	False
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	6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,470
2.618	13,342
1.618	13,264
1.000	13,216
0.618	13,186
HIGH	13,138
0.618	13,108
0.500	13,099
0.382	13,090
LOW	13,060
0.618	13,012
1.000	12,982
1.618	12,934
2.618	12,856
4.250	12,729

Fisher Pivots for day following 14-Mar-2012
Pivot	1 day	3 day
R1	13,099	13,035
PP	13,090	12,998
S1	13,081	12,962

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols