mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 29-May-2012
Day Change Summary
Previous Current
25-May-2012 29-May-2012 Change Change % Previous Week
Open 12,486 12,423 -63 -0.5% 12,253
High 12,497 12,515 18 0.1% 12,497
Low 12,335 12,423 88 0.7% 12,225
Close 12,358 12,511 153 1.2% 12,358
Range 162 92 -70 -43.2% 272
ATR 137 139 1 1.0% 0
Volume 129 243 114 88.4% 1,227
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 12,759 12,727 12,562
R3 12,667 12,635 12,536
R2 12,575 12,575 12,528
R1 12,543 12,543 12,520 12,559
PP 12,483 12,483 12,483 12,491
S1 12,451 12,451 12,503 12,467
S2 12,391 12,391 12,494
S3 12,299 12,359 12,486
S4 12,207 12,267 12,461
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 13,176 13,039 12,508
R3 12,904 12,767 12,433
R2 12,632 12,632 12,408
R1 12,495 12,495 12,383 12,564
PP 12,360 12,360 12,360 12,394
S1 12,223 12,223 12,333 12,292
S2 12,088 12,088 12,308
S3 11,816 11,951 12,283
S4 11,544 11,679 12,209
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,515 12,225 290 2.3% 135 1.1% 99% True False 130
10 12,687 12,225 462 3.7% 146 1.2% 62% False False 259
20 13,213 12,225 988 7.9% 134 1.1% 29% False False 158
40 13,213 12,225 988 7.9% 101 0.8% 29% False False 82
60 13,213 12,225 988 7.9% 94 0.7% 29% False False 62
80 13,213 12,225 988 7.9% 79 0.6% 29% False False 47
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 32
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 12,906
2.618 12,756
1.618 12,664
1.000 12,607
0.618 12,572
HIGH 12,515
0.618 12,480
0.500 12,469
0.382 12,458
LOW 12,423
0.618 12,366
1.000 12,331
1.618 12,274
2.618 12,182
4.250 12,032
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 12,497 12,481
PP 12,483 12,452
S1 12,469 12,422

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

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