mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 07-May-2012
Day Change Summary
Previous Current
04-May-2012 07-May-2012 Change Change % Previous Week
Open 13,000 12,811 -189 -1.5% 13,079
High 13,000 12,890 -110 -0.8% 13,213
Low 12,886 12,701 -185 -1.4% 12,886
Close 12,886 12,889 3 0.0% 12,886
Range 114 189 75 65.8% 327
ATR 110 115 6 5.2% 0
Volume 24 20 -4 -16.7% 66
Daily Pivots for day following 07-May-2012
Classic Woodie Camarilla DeMark
R4 13,394 13,330 12,993
R3 13,205 13,141 12,941
R2 13,016 13,016 12,924
R1 12,952 12,952 12,906 12,984
PP 12,827 12,827 12,827 12,843
S1 12,763 12,763 12,872 12,795
S2 12,638 12,638 12,854
S3 12,449 12,574 12,837
S4 12,260 12,385 12,785
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 13,976 13,758 13,066
R3 13,649 13,431 12,976
R2 13,322 13,322 12,946
R1 13,104 13,104 12,916 13,050
PP 12,995 12,995 12,995 12,968
S1 12,777 12,777 12,856 12,723
S2 12,668 12,668 12,826
S3 12,341 12,450 12,796
S4 12,014 12,123 12,706
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,213 12,701 512 4.0% 117 0.9% 37% False True 16
10 13,213 12,701 512 4.0% 75 0.6% 37% False True 11
20 13,213 12,596 617 4.8% 89 0.7% 47% False False 10
40 13,213 12,596 617 4.8% 81 0.6% 47% False False 15
60 13,213 12,596 617 4.8% 70 0.5% 47% False False 11
80 13,213 12,257 956 7.4% 54 0.4% 66% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 13,693
2.618 13,385
1.618 13,196
1.000 13,079
0.618 13,007
HIGH 12,890
0.618 12,818
0.500 12,796
0.382 12,773
LOW 12,701
0.618 12,584
1.000 12,512
1.618 12,395
2.618 12,206
4.250 11,898
Fisher Pivots for day following 07-May-2012
Pivot 1 day 3 day
R1 12,858 12,927
PP 12,827 12,914
S1 12,796 12,902

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

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