mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 19-Mar-2012
Day Change Summary
Previous Current
16-Mar-2012 19-Mar-2012 Change Change % Previous Week
Open 13,169 13,080 -89 -0.7% 12,787
High 13,169 13,104 -65 -0.5% 13,169
Low 13,101 13,080 -21 -0.2% 12,785
Close 13,101 13,104 3 0.0% 13,101
Range 68 24 -44 -64.7% 384
ATR 78 75 -4 -5.0% 0
Volume 59 74 15 25.4% 246
Daily Pivots for day following 19-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,168 13,160 13,117
R3 13,144 13,136 13,111
R2 13,120 13,120 13,109
R1 13,112 13,112 13,106 13,116
PP 13,096 13,096 13,096 13,098
S1 13,088 13,088 13,102 13,092
S2 13,072 13,072 13,100
S3 13,048 13,064 13,098
S4 13,024 13,040 13,091
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 14,170 14,020 13,312
R3 13,786 13,636 13,207
R2 13,402 13,402 13,172
R1 13,252 13,252 13,136 13,327
PP 13,018 13,018 13,018 13,056
S1 12,868 12,868 13,066 12,943
S2 12,634 12,634 13,031
S3 12,250 12,484 12,996
S4 11,866 12,100 12,890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,169 12,920 249 1.9% 64 0.5% 74% False False 62
10 13,169 12,609 560 4.3% 60 0.5% 88% False False 34
20 13,169 12,609 560 4.3% 57 0.4% 88% False False 18
40 13,169 12,444 725 5.5% 35 0.3% 91% False False 10
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 True
Bull Hook False
Stretch 4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,206
2.618 13,167
1.618 13,143
1.000 13,128
0.618 13,119
HIGH 13,104
0.618 13,095
0.500 13,092
0.382 13,089
LOW 13,080
0.618 13,065
1.000 13,056
1.618 13,041
2.618 13,017
4.250 12,978
Fisher Pivots for day following 19-Mar-2012
Pivot 1 day 3 day
R1 13,100 13,125
PP 13,096 13,118
S1 13,092 13,111

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

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