mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 21-Jun-2012
Day Change Summary
Previous Current
20-Jun-2012 21-Jun-2012 Change Change % Previous Week
Open 12,758 12,761 3 0.0% 12,605
High 12,808 12,791 -17 -0.1% 12,723
Low 12,671 12,492 -179 -1.4% 12,288
Close 12,763 12,502 -261 -2.0% 12,710
Range 137 299 162 118.2% 435
ATR 177 186 9 4.9% 0
Volume 169,232 172,172 2,940 1.7% 795,763
Daily Pivots for day following 21-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,492 13,296 12,667
R3 13,193 12,997 12,584
R2 12,894 12,894 12,557
R1 12,698 12,698 12,530 12,647
PP 12,595 12,595 12,595 12,569
S1 12,399 12,399 12,475 12,348
S2 12,296 12,296 12,447
S3 11,997 12,100 12,420
S4 11,698 11,801 12,338
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 12,492 337 2.7% 184 1.5% 3% False True 137,323
10 12,829 12,288 541 4.3% 213 1.7% 40% False False 148,248
20 12,829 11,884 945 7.6% 194 1.5% 65% False False 76,350
40 13,213 11,884 1,329 10.6% 157 1.3% 47% False False 38,244
60 13,213 11,884 1,329 10.6% 130 1.0% 47% False False 25,498
80 13,213 11,884 1,329 10.6% 116 0.9% 47% False False 19,129
100 13,213 11,884 1,329 10.6% 99 0.8% 47% False False 15,303
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 43
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 14,062
2.618 13,574
1.618 13,275
1.000 13,090
0.618 12,976
HIGH 12,791
0.618 12,677
0.500 12,642
0.382 12,606
LOW 12,492
0.618 12,307
1.000 12,193
1.618 12,008
2.618 11,709
4.250 11,221
Fisher Pivots for day following 21-Jun-2012
Pivot 1 day 3 day
R1 12,642 12,661
PP 12,595 12,608
S1 12,549 12,555

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

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