mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 30-Mar-2012
Day Change Summary
Previous Current
29-Mar-2012 30-Mar-2012 Change Change % Previous Week
Open 12,910 13,070 160 1.2% 12,991
High 13,009 13,073 64 0.5% 13,178
Low 12,907 13,021 114 0.9% 12,907
Close 13,009 13,073 64 0.5% 13,073
Range 102 52 -50 -49.0% 271
ATR 91 89 -2 -2.1% 0
Volume 5 4 -1 -20.0% 45
Daily Pivots for day following 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,212 13,194 13,102
R3 13,160 13,142 13,087
R2 13,108 13,108 13,083
R1 13,090 13,090 13,078 13,099
PP 13,056 13,056 13,056 13,060
S1 13,038 13,038 13,068 13,047
S2 13,004 13,004 13,064
S3 12,952 12,986 13,059
S4 12,900 12,934 13,045
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,866 13,740 13,222
R3 13,595 13,469 13,148
R2 13,324 13,324 13,123
R1 13,198 13,198 13,098 13,261
PP 13,053 13,053 13,053 13,084
S1 12,927 12,927 13,048 12,990
S2 12,782 12,782 13,023
S3 12,511 12,656 12,999
S4 12,240 12,385 12,924
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,178 12,907 271 2.1% 111 0.9% 61% False False 9
10 13,178 12,880 298 2.3% 91 0.7% 65% False False 15
20 13,178 12,609 569 4.4% 78 0.6% 82% False False 21
40 13,178 12,609 569 4.4% 56 0.4% 82% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 13,294
2.618 13,209
1.618 13,157
1.000 13,125
0.618 13,105
HIGH 13,073
0.618 13,053
0.500 13,047
0.382 13,041
LOW 13,021
0.618 12,989
1.000 12,969
1.618 12,937
2.618 12,885
4.250 12,800
Fisher Pivots for day following 30-Mar-2012
Pivot 1 day 3 day
R1 13,064 13,045
PP 13,056 13,018
S1 13,047 12,990

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

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