mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 30-May-2012
Day Change Summary
Previous Current
29-May-2012 30-May-2012 Change Change % Previous Week
Open 12,423 12,440 17 0.1% 12,253
High 12,515 12,509 -6 0.0% 12,497
Low 12,423 12,310 -113 -0.9% 12,225
Close 12,511 12,310 -201 -1.6% 12,358
Range 92 199 107 116.3% 272
ATR 139 143 4 3.2% 0
Volume 243 69 -174 -71.6% 1,227
Daily Pivots for day following 30-May-2012
Classic Woodie Camarilla DeMark
R4 12,973 12,841 12,420
R3 12,774 12,642 12,365
R2 12,575 12,575 12,347
R1 12,443 12,443 12,328 12,410
PP 12,376 12,376 12,376 12,360
S1 12,244 12,244 12,292 12,211
S2 12,177 12,177 12,274
S3 11,978 12,045 12,255
S4 11,779 11,846 12,201
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 2.4% 152 1.2% 29% False False 137
10 12,609 12,225 384 3.1% 151 1.2% 22% False False 233
20 13,213 12,225 988 8.0% 140 1.1% 9% False False 160
40 13,213 12,225 988 8.0% 105 0.9% 9% False False 84
60 13,213 12,225 988 8.0% 97 0.8% 9% False False 63
80 13,213 12,225 988 8.0% 81 0.7% 9% False False 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 13,355
2.618 13,030
1.618 12,831
1.000 12,708
0.618 12,632
HIGH 12,509
0.618 12,433
0.500 12,410
0.382 12,386
LOW 12,310
0.618 12,187
1.000 12,111
1.618 11,988
2.618 11,789
4.250 11,464
Fisher Pivots for day following 30-May-2012
Pivot 1 day 3 day
R1 12,410 12,413
PP 12,376 12,378
S1 12,343 12,344

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

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