mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 26-Apr-2012

Day Change Summary
	Previous	Current
	25-Apr-2012	26-Apr-2012	Change	Change %	Previous Week
Open	12,949	13,025	76	0.6%	12,833
High	12,978	13,100	122	0.9%	12,992
Low	12,949	13,025	76	0.6%	12,780
Close	12,970	13,090	120	0.9%	12,918
Range	29	75	46	158.6%	212
ATR	113	115	1	1.0%	0
Volume	2	14	12	600.0%	39

Daily Pivots for day following 26-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,297	13,268	13,131
R3	13,222	13,193	13,111
R2	13,147	13,147	13,104
R1	13,118	13,118	13,097	13,133
PP	13,072	13,072	13,072	13,079
S1	13,043	13,043	13,083	13,058
S2	12,997	12,997	13,076
S3	12,922	12,968	13,070
S4	12,847	12,893	13,049

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	13,100	12,750	350	2.7%	45	0.3%	97%	True	False	7
10	13,100	12,719	381	2.9%	72	0.5%	97%	True	False	9
20	13,140	12,596	544	4.2%	73	0.6%	91%	False	False	6
40	13,178	12,596	582	4.4%	77	0.6%	85%	False	False	14
60	13,178	12,533	645	4.9%	61	0.5%	86%	False	False	10

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	13,419
2.618	13,296
1.618	13,221
1.000	13,175
0.618	13,146
HIGH	13,100
0.618	13,071
0.500	13,063
0.382	13,054
LOW	13,025
0.618	12,979
1.000	12,950
1.618	12,904
2.618	12,829
4.250	12,706

Fisher Pivots for day following 26-Apr-2012
Pivot	1 day	3 day
R1	13,081	13,057
PP	13,072	13,025
S1	13,063	12,992

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