mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 25-Jun-2012
Day Change Summary
Previous Current
22-Jun-2012 25-Jun-2012 Change Change % Previous Week
Open 12,498 12,566 68 0.5% 12,778
High 12,606 12,566 -40 -0.3% 12,829
Low 12,496 12,387 -109 -0.9% 12,492
Close 12,568 12,431 -137 -1.1% 12,568
Range 110 179 69 62.7% 337
ATR 180 181 0 0.0% 0
Volume 118,558 120,328 1,770 1.5% 702,630
Daily Pivots for day following 25-Jun-2012
Classic Woodie Camarilla DeMark
R4 12,998 12,894 12,530
R3 12,819 12,715 12,480
R2 12,640 12,640 12,464
R1 12,536 12,536 12,448 12,499
PP 12,461 12,461 12,461 12,443
S1 12,357 12,357 12,415 12,320
S2 12,282 12,282 12,398
S3 12,103 12,178 12,382
S4 11,924 11,999 12,333
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,641 13,441 12,753
R3 13,304 13,104 12,661
R2 12,967 12,967 12,630
R1 12,767 12,767 12,599 12,699
PP 12,630 12,630 12,630 12,595
S1 12,430 12,430 12,537 12,362
S2 12,293 12,293 12,506
S3 11,956 12,093 12,475
S4 11,619 11,756 12,383
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,829 12,387 442 3.6% 180 1.4% 10% False True 137,812
10 12,829 12,288 541 4.4% 182 1.5% 26% False False 143,846
20 12,829 11,884 945 7.6% 193 1.6% 58% False False 88,286
40 13,213 11,884 1,329 10.7% 162 1.3% 41% False False 44,216
60 13,213 11,884 1,329 10.7% 132 1.1% 41% False False 29,479
80 13,213 11,884 1,329 10.7% 118 1.0% 41% False False 22,115
100 13,213 11,884 1,329 10.7% 101 0.8% 41% False False 17,692
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 23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,327
2.618 13,035
1.618 12,856
1.000 12,745
0.618 12,677
HIGH 12,566
0.618 12,498
0.500 12,477
0.382 12,456
LOW 12,387
0.618 12,277
1.000 12,208
1.618 12,098
2.618 11,919
4.250 11,626
Fisher Pivots for day following 25-Jun-2012
Pivot 1 day 3 day
R1 12,477 12,589
PP 12,461 12,536
S1 12,446 12,484

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

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