mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary
Previous Current
21-May-2012 22-May-2012 Change Change % Previous Week
Open 12,253 12,408 155 1.3% 12,687
High 12,419 12,476 57 0.5% 12,687
Low 12,245 12,359 114 0.9% 12,264
Close 12,419 12,405 -14 -0.1% 12,264
Range 174 117 -57 -32.8% 423
ATR 133 132 -1 -0.9% 0
Volume 816 36 -780 -95.6% 1,434
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 12,764 12,702 12,469
R3 12,647 12,585 12,437
R2 12,530 12,530 12,427
R1 12,468 12,468 12,416 12,441
PP 12,413 12,413 12,413 12,400
S1 12,351 12,351 12,394 12,324
S2 12,296 12,296 12,384
S3 12,179 12,234 12,373
S4 12,062 12,117 12,341
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 12,609 12,245 364 2.9% 150 1.2% 44% False False 328
10 12,805 12,245 560 4.5% 138 1.1% 29% False False 243
20 13,213 12,245 968 7.8% 114 0.9% 17% False False 128
40 13,213 12,245 968 7.8% 97 0.8% 17% False False 67
60 13,213 12,245 968 7.8% 90 0.7% 17% False False 52
80 13,213 12,245 968 7.8% 73 0.6% 17% False False 39
Crabel Price Patterns
NR True
NR4 True
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 28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,973
2.618 12,782
1.618 12,665
1.000 12,593
0.618 12,548
HIGH 12,476
0.618 12,431
0.500 12,418
0.382 12,404
LOW 12,359
0.618 12,287
1.000 12,242
1.618 12,170
2.618 12,053
4.250 11,862
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 12,418 12,390
PP 12,413 12,375
S1 12,409 12,361

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

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