mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 21-May-2012
Day Change Summary
Previous Current
18-May-2012 21-May-2012 Change Change % Previous Week
Open 12,330 12,253 -77 -0.6% 12,687
High 12,388 12,419 31 0.3% 12,687
Low 12,264 12,245 -19 -0.2% 12,264
Close 12,264 12,419 155 1.3% 12,264
Range 124 174 50 40.3% 423
ATR 130 133 3 2.4% 0
Volume 317 816 499 157.4% 1,434
Daily Pivots for day following 21-May-2012
Classic Woodie Camarilla DeMark
R4 12,883 12,825 12,515
R3 12,709 12,651 12,467
R2 12,535 12,535 12,451
R1 12,477 12,477 12,435 12,506
PP 12,361 12,361 12,361 12,376
S1 12,303 12,303 12,403 12,332
S2 12,187 12,187 12,387
S3 12,013 12,129 12,371
S4 11,839 11,955 12,323
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 12,245 442 3.6% 157 1.3% 39% False True 388
10 12,858 12,245 613 4.9% 142 1.1% 28% False True 242
20 13,213 12,245 968 7.8% 108 0.9% 18% False True 126
40 13,213 12,245 968 7.8% 97 0.8% 18% False True 67
60 13,213 12,245 968 7.8% 88 0.7% 18% False True 51
80 13,213 12,245 968 7.8% 71 0.6% 18% False True 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,159
2.618 12,875
1.618 12,701
1.000 12,593
0.618 12,527
HIGH 12,419
0.618 12,353
0.500 12,332
0.382 12,312
LOW 12,245
0.618 12,138
1.000 12,071
1.618 11,964
2.618 11,790
4.250 11,506
Fisher Pivots for day following 21-May-2012
Pivot 1 day 3 day
R1 12,390 12,415
PP 12,361 12,411
S1 12,332 12,408

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

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