mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 23-May-2012
Day Change Summary
Previous Current
22-May-2012 23-May-2012 Change Change % Previous Week
Open 12,408 12,345 -63 -0.5% 12,687
High 12,476 12,395 -81 -0.6% 12,687
Low 12,359 12,225 -134 -1.1% 12,264
Close 12,405 12,395 -10 -0.1% 12,264
Range 117 170 53 45.3% 423
ATR 132 135 3 2.6% 0
Volume 36 213 177 491.7% 1,434
Daily Pivots for day following 23-May-2012
Classic Woodie Camarilla DeMark
R4 12,848 12,792 12,489
R3 12,678 12,622 12,442
R2 12,508 12,508 12,426
R1 12,452 12,452 12,411 12,480
PP 12,338 12,338 12,338 12,353
S1 12,282 12,282 12,380 12,310
S2 12,168 12,168 12,364
S3 11,998 12,112 12,348
S4 11,828 11,942 12,302
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 12,570 12,225 345 2.8% 163 1.3% 49% False True 305
10 12,800 12,225 575 4.6% 141 1.1% 30% False True 262
20 13,213 12,225 988 8.0% 121 1.0% 17% False True 139
40 13,213 12,225 988 8.0% 98 0.8% 17% False True 72
60 13,213 12,225 988 8.0% 91 0.7% 17% False True 55
80 13,213 12,225 988 8.0% 75 0.6% 17% False True 42
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 31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,118
2.618 12,840
1.618 12,670
1.000 12,565
0.618 12,500
HIGH 12,395
0.618 12,330
0.500 12,310
0.382 12,290
LOW 12,225
0.618 12,120
1.000 12,055
1.618 11,950
2.618 11,780
4.250 11,503
Fisher Pivots for day following 23-May-2012
Pivot 1 day 3 day
R1 12,367 12,380
PP 12,338 12,365
S1 12,310 12,351

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

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