mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 19-Jun-2012
Day Change Summary
Previous Current
18-Jun-2012 19-Jun-2012 Change Change % Previous Week
Open 12,778 12,685 -93 -0.7% 12,605
High 12,803 12,829 26 0.2% 12,723
Low 12,621 12,657 36 0.3% 12,288
Close 12,686 12,762 76 0.6% 12,710
Range 182 172 -10 -5.5% 435
ATR 181 180 -1 -0.4% 0
Volume 133,894 108,774 -25,120 -18.8% 795,763
Daily Pivots for day following 19-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,265 13,186 12,857
R3 13,093 13,014 12,809
R2 12,921 12,921 12,794
R1 12,842 12,842 12,778 12,882
PP 12,749 12,749 12,749 12,769
S1 12,670 12,670 12,746 12,710
S2 12,577 12,577 12,731
S3 12,405 12,498 12,715
S4 12,233 12,326 12,668
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 12,829 12,381 448 3.5% 172 1.3% 85% True False 133,981
10 12,829 12,051 778 6.1% 213 1.7% 91% True False 118,010
20 12,829 11,884 945 7.4% 186 1.5% 93% True False 59,292
40 13,213 11,884 1,329 10.4% 147 1.2% 66% False False 29,709
60 13,213 11,884 1,329 10.4% 126 1.0% 66% False False 19,809
80 13,213 11,884 1,329 10.4% 113 0.9% 66% False False 14,861
100 13,213 11,884 1,329 10.4% 94 0.7% 66% False False 11,889
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 False
Bull Hook False
Stretch 36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,560
2.618 13,279
1.618 13,107
1.000 13,001
0.618 12,935
HIGH 12,829
0.618 12,763
0.500 12,743
0.382 12,723
LOW 12,657
0.618 12,551
1.000 12,485
1.618 12,379
2.618 12,207
4.250 11,926
Fisher Pivots for day following 19-Jun-2012
Pivot 1 day 3 day
R1 12,756 12,745
PP 12,749 12,728
S1 12,743 12,711

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

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