mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 21-Mar-2012
Day Change Summary
Previous Current
20-Mar-2012 21-Mar-2012 Change Change % Previous Week
Open 13,085 13,000 -85 -0.6% 12,787
High 13,085 13,020 -65 -0.5% 13,169
Low 13,000 12,998 -2 0.0% 12,785
Close 13,045 13,005 -40 -0.3% 13,101
Range 85 22 -63 -74.1% 384
ATR 77 75 -2 -2.8% 0
Volume 8 6 -2 -25.0% 246
Daily Pivots for day following 21-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,074 13,061 13,017
R3 13,052 13,039 13,011
R2 13,030 13,030 13,009
R1 13,017 13,017 13,007 13,024
PP 13,008 13,008 13,008 13,011
S1 12,995 12,995 13,003 13,002
S2 12,986 12,986 13,001
S3 12,964 12,973 12,999
S4 12,942 12,951 12,993
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 12,998 171 1.3% 44 0.3% 4% False True 34
10 13,169 12,723 446 3.4% 59 0.4% 63% False False 34
20 13,169 12,609 560 4.3% 58 0.4% 71% False False 19
40 13,169 12,444 725 5.6% 37 0.3% 77% False False 10
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 3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,114
2.618 13,078
1.618 13,056
1.000 13,042
0.618 13,034
HIGH 13,020
0.618 13,012
0.500 13,009
0.382 13,007
LOW 12,998
0.618 12,985
1.000 12,976
1.618 12,963
2.618 12,941
4.250 12,905
Fisher Pivots for day following 21-Mar-2012
Pivot 1 day 3 day
R1 13,009 13,051
PP 13,008 13,036
S1 13,006 13,020

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

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