mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary
Previous Current
23-May-2012 24-May-2012 Change Change % Previous Week
Open 12,345 12,401 56 0.5% 12,687
High 12,395 12,464 69 0.6% 12,687
Low 12,225 12,329 104 0.9% 12,264
Close 12,395 12,464 69 0.6% 12,264
Range 170 135 -35 -20.6% 423
ATR 135 135 0 0.0% 0
Volume 213 33 -180 -84.5% 1,434
Daily Pivots for day following 24-May-2012
Classic Woodie Camarilla DeMark
R4 12,824 12,779 12,538
R3 12,689 12,644 12,501
R2 12,554 12,554 12,489
R1 12,509 12,509 12,477 12,532
PP 12,419 12,419 12,419 12,430
S1 12,374 12,374 12,452 12,397
S2 12,284 12,284 12,439
S3 12,149 12,239 12,427
S4 12,014 12,104 12,390
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 12,476 12,225 251 2.0% 144 1.2% 95% False False 283
10 12,784 12,225 559 4.5% 145 1.2% 43% False False 254
20 13,213 12,225 988 7.9% 124 1.0% 24% False False 140
40 13,213 12,225 988 7.9% 99 0.8% 24% False False 73
60 13,213 12,225 988 7.9% 93 0.7% 24% False False 56
80 13,213 12,225 988 7.9% 76 0.6% 24% False False 42
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 13,038
2.618 12,818
1.618 12,683
1.000 12,599
0.618 12,548
HIGH 12,464
0.618 12,413
0.500 12,397
0.382 12,381
LOW 12,329
0.618 12,246
1.000 12,194
1.618 12,111
2.618 11,976
4.250 11,755
Fisher Pivots for day following 24-May-2012
Pivot 1 day 3 day
R1 12,442 12,426
PP 12,419 12,388
S1 12,397 12,351

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

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