mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 12,511 12,432 -79 -0.6% 12,024
High 12,531 12,631 100 0.8% 12,508
Low 12,381 12,406 25 0.2% 11,884
Close 12,429 12,606 177 1.4% 12,503
Range 150 225 75 50.0% 624
ATR 182 185 3 1.7% 0
Volume 151,760 172,935 21,175 14.0% 145,851
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,223 13,139 12,730
R3 12,998 12,914 12,668
R2 12,773 12,773 12,647
R1 12,689 12,689 12,627 12,731
PP 12,548 12,548 12,548 12,569
S1 12,464 12,464 12,586 12,506
S2 12,323 12,323 12,565
S3 12,098 12,239 12,544
S4 11,873 12,014 12,482
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 14,170 13,961 12,846
R3 13,546 13,337 12,675
R2 12,922 12,922 12,618
R1 12,713 12,713 12,560 12,818
PP 12,298 12,298 12,298 12,351
S1 12,089 12,089 12,446 12,194
S2 11,674 11,674 12,389
S3 11,050 11,465 12,332
S4 10,426 10,841 12,160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,715 12,288 427 3.4% 242 1.9% 74% False False 159,173
10 12,715 11,884 831 6.6% 221 1.8% 87% False False 83,967
20 12,715 11,884 831 6.6% 188 1.5% 87% False False 42,096
40 13,213 11,884 1,329 10.5% 141 1.1% 54% False False 21,080
60 13,213 11,884 1,329 10.5% 125 1.0% 54% False False 14,056
80 13,213 11,884 1,329 10.5% 108 0.9% 54% False False 10,546
100 13,213 11,884 1,329 10.5% 90 0.7% 54% False False 8,437
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 35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,587
2.618 13,220
1.618 12,995
1.000 12,856
0.618 12,770
HIGH 12,631
0.618 12,545
0.500 12,519
0.382 12,492
LOW 12,406
0.618 12,267
1.000 12,181
1.618 12,042
2.618 11,817
4.250 11,450
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 12,577 12,557
PP 12,548 12,508
S1 12,519 12,460

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

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