mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 14-May-2012
Day Change Summary
Previous Current
11-May-2012 14-May-2012 Change Change % Previous Week
Open 12,700 12,687 -13 -0.1% 12,811
High 12,784 12,687 -97 -0.8% 12,890
Low 12,665 12,563 -102 -0.8% 12,665
Close 12,717 12,584 -133 -1.0% 12,717
Range 119 124 5 4.2% 225
ATR 120 122 2 2.1% 0
Volume 9 309 300 3,333.3% 197
Daily Pivots for day following 14-May-2012
Classic Woodie Camarilla DeMark
R4 12,983 12,908 12,652
R3 12,859 12,784 12,618
R2 12,735 12,735 12,607
R1 12,660 12,660 12,595 12,636
PP 12,611 12,611 12,611 12,599
S1 12,536 12,536 12,573 12,512
S2 12,487 12,487 12,561
S3 12,363 12,412 12,550
S4 12,239 12,288 12,516
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 13,432 13,300 12,841
R3 13,207 13,075 12,779
R2 12,982 12,982 12,758
R1 12,850 12,850 12,738 12,804
PP 12,757 12,757 12,757 12,734
S1 12,625 12,625 12,697 12,579
S2 12,532 12,532 12,676
S3 12,307 12,400 12,655
S4 12,082 12,175 12,593
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,858 12,563 295 2.3% 126 1.0% 7% False True 97
10 13,213 12,563 650 5.2% 122 1.0% 3% False True 56
20 13,213 12,563 650 5.2% 89 0.7% 3% False True 32
40 13,213 12,563 650 5.2% 89 0.7% 3% False True 19
60 13,213 12,563 650 5.2% 79 0.6% 3% False True 19
80 13,213 12,444 769 6.1% 62 0.5% 18% False False 15
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 21
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,214
2.618 13,012
1.618 12,888
1.000 12,811
0.618 12,764
HIGH 12,687
0.618 12,640
0.500 12,625
0.382 12,610
LOW 12,563
0.618 12,486
1.000 12,439
1.618 12,362
2.618 12,238
4.250 12,036
Fisher Pivots for day following 14-May-2012
Pivot 1 day 3 day
R1 12,625 12,682
PP 12,611 12,649
S1 12,598 12,617

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

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