mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 09-May-2012
Day Change Summary
Previous Current
08-May-2012 09-May-2012 Change Change % Previous Week
Open 12,807 12,686 -121 -0.9% 13,079
High 12,858 12,805 -53 -0.4% 13,213
Low 12,700 12,665 -35 -0.3% 12,886
Close 12,797 12,724 -73 -0.6% 12,886
Range 158 140 -18 -11.4% 327
ATR 121 122 1 1.2% 0
Volume 32 20 -12 -37.5% 66
Daily Pivots for day following 09-May-2012
Classic Woodie Camarilla DeMark
R4 13,151 13,078 12,801
R3 13,011 12,938 12,763
R2 12,871 12,871 12,750
R1 12,798 12,798 12,737 12,835
PP 12,731 12,731 12,731 12,750
S1 12,658 12,658 12,711 12,695
S2 12,591 12,591 12,698
S3 12,451 12,518 12,686
S4 12,311 12,378 12,647
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 13,152 12,665 487 3.8% 138 1.1% 12% False True 21
10 13,213 12,665 548 4.3% 102 0.8% 11% False True 15
20 13,213 12,665 548 4.3% 93 0.7% 11% False True 11
40 13,213 12,596 617 4.8% 84 0.7% 21% False False 13
60 13,213 12,596 617 4.8% 74 0.6% 21% False False 12
80 13,213 12,371 842 6.6% 58 0.5% 42% False False 9
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,400
2.618 13,172
1.618 13,032
1.000 12,945
0.618 12,892
HIGH 12,805
0.618 12,752
0.500 12,735
0.382 12,719
LOW 12,665
0.618 12,579
1.000 12,525
1.618 12,439
2.618 12,299
4.250 12,070
Fisher Pivots for day following 09-May-2012
Pivot 1 day 3 day
R1 12,735 12,778
PP 12,731 12,760
S1 12,728 12,742

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

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