mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 23-Apr-2012
Day Change Summary
Previous Current
20-Apr-2012 23-Apr-2012 Change Change % Previous Week
Open 12,881 12,788 -93 -0.7% 12,833
High 12,945 12,801 -144 -1.1% 12,992
Low 12,881 12,750 -131 -1.0% 12,780
Close 12,918 12,801 -117 -0.9% 12,918
Range 64 51 -13 -20.3% 212
ATR 114 117 4 3.4% 0
Volume 11 8 -3 -27.3% 39
Daily Pivots for day following 23-Apr-2012
Classic Woodie Camarilla DeMark
R4 12,937 12,920 12,829
R3 12,886 12,869 12,815
R2 12,835 12,835 12,810
R1 12,818 12,818 12,806 12,827
PP 12,784 12,784 12,784 12,788
S1 12,767 12,767 12,796 12,776
S2 12,733 12,733 12,792
S3 12,682 12,716 12,787
S4 12,631 12,665 12,773
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 13,533 13,437 13,035
R3 13,321 13,225 12,976
R2 13,109 13,109 12,957
R1 13,013 13,013 12,938 13,061
PP 12,897 12,897 12,897 12,921
S1 12,801 12,801 12,899 12,849
S2 12,685 12,685 12,879
S3 12,473 12,589 12,860
S4 12,261 12,377 12,802
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,992 12,750 242 1.9% 78 0.6% 21% False True 8
10 12,992 12,596 396 3.1% 103 0.8% 52% False False 9
20 13,178 12,596 582 4.5% 85 0.7% 35% False False 7
40 13,178 12,596 582 4.5% 78 0.6% 35% False False 14
60 13,178 12,444 734 5.7% 59 0.5% 49% False False 10
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 8 trading days
Fibonacci Retracements and Extensions
4.250 13,018
2.618 12,935
1.618 12,884
1.000 12,852
0.618 12,833
HIGH 12,801
0.618 12,782
0.500 12,776
0.382 12,770
LOW 12,750
0.618 12,719
1.000 12,699
1.618 12,668
2.618 12,617
4.250 12,533
Fisher Pivots for day following 23-Apr-2012
Pivot 1 day 3 day
R1 12,793 12,853
PP 12,784 12,835
S1 12,776 12,818

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

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