mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary
Previous Current
30-May-2012 31-May-2012 Change Change % Previous Week
Open 12,440 12,300 -140 -1.1% 12,253
High 12,509 12,402 -107 -0.9% 12,497
Low 12,310 12,247 -63 -0.5% 12,225
Close 12,310 12,312 2 0.0% 12,358
Range 199 155 -44 -22.1% 272
ATR 143 144 1 0.6% 0
Volume 69 239 170 246.4% 1,227
Daily Pivots for day following 31-May-2012
Classic Woodie Camarilla DeMark
R4 12,785 12,704 12,397
R3 12,630 12,549 12,355
R2 12,475 12,475 12,341
R1 12,394 12,394 12,326 12,435
PP 12,320 12,320 12,320 12,341
S1 12,239 12,239 12,298 12,280
S2 12,165 12,165 12,284
S3 12,010 12,084 12,270
S4 11,855 11,929 12,227
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 12,247 268 2.2% 149 1.2% 24% False True 142
10 12,570 12,225 345 2.8% 156 1.3% 25% False False 224
20 13,152 12,225 927 7.5% 142 1.2% 9% False False 172
40 13,213 12,225 988 8.0% 107 0.9% 9% False False 90
60 13,213 12,225 988 8.0% 98 0.8% 9% False False 67
80 13,213 12,225 988 8.0% 83 0.7% 9% False False 51
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 True
Bull Hook False
Stretch 36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,061
2.618 12,808
1.618 12,653
1.000 12,557
0.618 12,498
HIGH 12,402
0.618 12,343
0.500 12,325
0.382 12,306
LOW 12,247
0.618 12,151
1.000 12,092
1.618 11,996
2.618 11,841
4.250 11,588
Fisher Pivots for day following 31-May-2012
Pivot 1 day 3 day
R1 12,325 12,381
PP 12,320 12,358
S1 12,316 12,335

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

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