mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 02-Apr-2012

Day Change Summary
	Previous	Current
	30-Mar-2012	02-Apr-2012	Change	Change %	Previous Week
Open	13,070	13,030	-40	-0.3%	12,991
High	13,073	13,140	67	0.5%	13,178
Low	13,021	13,030	9	0.1%	12,907
Close	13,073	13,120	47	0.4%	13,073
Range	52	110	58	111.5%	271
ATR	89	91	1	1.7%	0
Volume	4	8	4	100.0%	45

Daily Pivots for day following 02-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,427	13,383	13,181
R3	13,317	13,273	13,150
R2	13,207	13,207	13,140
R1	13,163	13,163	13,130	13,185
PP	13,097	13,097	13,097	13,108
S1	13,053	13,053	13,110	13,075
S2	12,987	12,987	13,100
S3	12,877	12,943	13,090
S4	12,767	12,833	13,060

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%	101	0.8%	79%	False	False	9
10	13,178	12,880	298	2.3%	100	0.8%	81%	False	False	9
20	13,178	12,609	569	4.3%	80	0.6%	90%	False	False	21
40	13,178	12,609	569	4.3%	56	0.4%	90%	False	False	12

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	13,608
2.618	13,428
1.618	13,318
1.000	13,250
0.618	13,208
HIGH	13,140
0.618	13,098
0.500	13,085
0.382	13,072
LOW	13,030
0.618	12,962
1.000	12,920
1.618	12,852
2.618	12,742
4.250	12,563

Fisher Pivots for day following 02-Apr-2012
Pivot	1 day	3 day
R1	13,108	13,088
PP	13,097	13,056
S1	13,085	13,024

Download as Excel Spreadsheet

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

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