mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 18-Jun-2012
Day Change Summary
Previous Current
15-Jun-2012 18-Jun-2012 Change Change % Previous Week
Open 12,608 12,778 170 1.3% 12,605
High 12,723 12,803 80 0.6% 12,723
Low 12,592 12,621 29 0.2% 12,288
Close 12,710 12,686 -24 -0.2% 12,710
Range 131 182 51 38.9% 435
ATR 181 181 0 0.0% 0
Volume 102,545 133,894 31,349 30.6% 795,763
Daily Pivots for day following 18-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,249 13,150 12,786
R3 13,067 12,968 12,736
R2 12,885 12,885 12,719
R1 12,786 12,786 12,703 12,745
PP 12,703 12,703 12,703 12,683
S1 12,604 12,604 12,669 12,563
S2 12,521 12,521 12,653
S3 12,339 12,422 12,636
S4 12,157 12,240 12,586
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,879 13,729 12,949
R3 13,444 13,294 12,830
R2 13,009 13,009 12,790
R1 12,859 12,859 12,750 12,934
PP 12,574 12,574 12,574 12,611
S1 12,424 12,424 12,670 12,499
S2 12,139 12,139 12,630
S3 11,704 11,989 12,591
S4 11,269 11,554 12,471
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,803 12,288 515 4.1% 184 1.4% 77% True False 149,879
10 12,803 11,961 842 6.6% 206 1.6% 86% True False 107,309
20 12,803 11,884 919 7.2% 186 1.5% 87% True False 53,894
40 13,213 11,884 1,329 10.5% 144 1.1% 60% False False 26,990
60 13,213 11,884 1,329 10.5% 126 1.0% 60% False False 17,996
80 13,213 11,884 1,329 10.5% 111 0.9% 60% False False 13,502
100 13,213 11,884 1,329 10.5% 92 0.7% 60% False False 10,802
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 34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,577
2.618 13,280
1.618 13,098
1.000 12,985
0.618 12,916
HIGH 12,803
0.618 12,734
0.500 12,712
0.382 12,691
LOW 12,621
0.618 12,509
1.000 12,439
1.618 12,327
2.618 12,145
4.250 11,848
Fisher Pivots for day following 18-Jun-2012
Pivot 1 day 3 day
R1 12,712 12,659
PP 12,703 12,632
S1 12,695 12,605

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

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