mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 27-Mar-2012
Day Change Summary
Previous Current
26-Mar-2012 27-Mar-2012 Change Change % Previous Week
Open 12,991 13,167 176 1.4% 13,080
High 13,137 13,178 41 0.3% 13,104
Low 12,973 13,061 88 0.7% 12,880
Close 13,137 13,061 -76 -0.6% 12,971
Range 164 117 -47 -28.7% 224
ATR 86 88 2 2.6% 0
Volume 4 17 13 325.0% 112
Daily Pivots for day following 27-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,451 13,373 13,125
R3 13,334 13,256 13,093
R2 13,217 13,217 13,083
R1 13,139 13,139 13,072 13,120
PP 13,100 13,100 13,100 13,090
S1 13,022 13,022 13,050 13,003
S2 12,983 12,983 13,040
S3 12,866 12,905 13,029
S4 12,749 12,788 12,997
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,657 13,538 13,094
R3 13,433 13,314 13,033
R2 13,209 13,209 13,012
R1 13,090 13,090 12,992 13,038
PP 12,985 12,985 12,985 12,959
S1 12,866 12,866 12,951 12,814
S2 12,761 12,761 12,930
S3 12,537 12,642 12,910
S4 12,313 12,418 12,848
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,178 12,880 298 2.3% 105 0.8% 61% True False 10
10 13,178 12,880 298 2.3% 80 0.6% 61% True False 36
20 13,178 12,609 569 4.4% 77 0.6% 79% True False 21
40 13,178 12,444 734 5.6% 49 0.4% 84% True False 11
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 True
Stretch 9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,675
2.618 13,484
1.618 13,367
1.000 13,295
0.618 13,250
HIGH 13,178
0.618 13,133
0.500 13,120
0.382 13,106
LOW 13,061
0.618 12,989
1.000 12,944
1.618 12,872
2.618 12,755
4.250 12,564
Fisher Pivots for day following 27-Mar-2012
Pivot 1 day 3 day
R1 13,120 13,050
PP 13,100 13,040
S1 13,081 13,029

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

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