mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary
Previous Current
21-Mar-2012 22-Mar-2012 Change Change % Previous Week
Open 13,000 13,020 20 0.2% 12,787
High 13,020 13,020 0 0.0% 13,169
Low 12,998 12,889 -109 -0.8% 12,785
Close 13,005 12,940 -65 -0.5% 13,101
Range 22 131 109 495.5% 384
ATR 75 79 4 5.4% 0
Volume 6 7 1 16.7% 246
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,343 13,272 13,012
R3 13,212 13,141 12,976
R2 13,081 13,081 12,964
R1 13,010 13,010 12,952 12,980
PP 12,950 12,950 12,950 12,935
S1 12,879 12,879 12,928 12,849
S2 12,819 12,819 12,916
S3 12,688 12,748 12,904
S4 12,557 12,617 12,868
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 12,889 280 2.2% 66 0.5% 18% False True 30
10 13,169 12,770 399 3.1% 65 0.5% 43% False False 34
20 13,169 12,609 560 4.3% 59 0.5% 59% False False 19
40 13,169 12,444 725 5.6% 40 0.3% 68% False False 10
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 3
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 13,577
2.618 13,363
1.618 13,232
1.000 13,151
0.618 13,101
HIGH 13,020
0.618 12,970
0.500 12,955
0.382 12,939
LOW 12,889
0.618 12,808
1.000 12,758
1.618 12,677
2.618 12,546
4.250 12,332
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 12,955 12,987
PP 12,950 12,971
S1 12,945 12,956

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

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