mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 18-May-2012
Day Change Summary
Previous Current
17-May-2012 18-May-2012 Change Change % Previous Week
Open 12,570 12,330 -240 -1.9% 12,687
High 12,570 12,388 -182 -1.4% 12,687
Low 12,342 12,264 -78 -0.6% 12,264
Close 12,342 12,264 -78 -0.6% 12,264
Range 228 124 -104 -45.6% 423
ATR 130 130 0 -0.4% 0
Volume 147 317 170 115.6% 1,434
Daily Pivots for day following 18-May-2012
Classic Woodie Camarilla DeMark
R4 12,677 12,595 12,332
R3 12,553 12,471 12,298
R2 12,429 12,429 12,287
R1 12,347 12,347 12,275 12,326
PP 12,305 12,305 12,305 12,295
S1 12,223 12,223 12,253 12,202
S2 12,181 12,181 12,241
S3 12,057 12,099 12,230
S4 11,933 11,975 12,196
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 13,674 13,392 12,497
R3 13,251 12,969 12,380
R2 12,828 12,828 12,342
R1 12,546 12,546 12,303 12,476
PP 12,405 12,405 12,405 12,370
S1 12,123 12,123 12,225 12,053
S2 11,982 11,982 12,187
S3 11,559 11,700 12,148
S4 11,136 11,277 12,031
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,687 12,264 423 3.4% 147 1.2% 0% False True 286
10 12,890 12,264 626 5.1% 143 1.2% 0% False True 163
20 13,213 12,264 949 7.7% 102 0.8% 0% False True 86
40 13,213 12,264 949 7.7% 96 0.8% 0% False True 47
60 13,213 12,264 949 7.7% 85 0.7% 0% False True 38
80 13,213 12,264 949 7.7% 69 0.6% 0% False True 29
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 35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,915
2.618 12,713
1.618 12,589
1.000 12,512
0.618 12,465
HIGH 12,388
0.618 12,341
0.500 12,326
0.382 12,311
LOW 12,264
0.618 12,187
1.000 12,140
1.618 12,063
2.618 11,939
4.250 11,737
Fisher Pivots for day following 18-May-2012
Pivot 1 day 3 day
R1 12,326 12,437
PP 12,305 12,379
S1 12,285 12,322

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

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