mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 26-Jun-2012
Day Change Summary
Previous Current
25-Jun-2012 26-Jun-2012 Change Change % Previous Week
Open 12,566 12,433 -133 -1.1% 12,778
High 12,566 12,507 -59 -0.5% 12,829
Low 12,387 12,380 -7 -0.1% 12,492
Close 12,431 12,486 55 0.4% 12,568
Range 179 127 -52 -29.1% 337
ATR 181 177 -4 -2.1% 0
Volume 120,328 116,669 -3,659 -3.0% 702,630
Daily Pivots for day following 26-Jun-2012
Classic Woodie Camarilla DeMark
R4 12,839 12,789 12,556
R3 12,712 12,662 12,521
R2 12,585 12,585 12,509
R1 12,535 12,535 12,498 12,560
PP 12,458 12,458 12,458 12,470
S1 12,408 12,408 12,474 12,433
S2 12,331 12,331 12,463
S3 12,204 12,281 12,451
S4 12,077 12,154 12,416
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 12,808 12,380 428 3.4% 171 1.4% 25% False True 139,391
10 12,829 12,380 449 3.6% 171 1.4% 24% False True 136,686
20 12,829 11,884 945 7.6% 195 1.6% 64% False False 94,107
40 13,213 11,884 1,329 10.6% 164 1.3% 45% False False 47,133
60 13,213 11,884 1,329 10.6% 132 1.1% 45% False False 31,424
80 13,213 11,884 1,329 10.6% 119 1.0% 45% False False 23,573
100 13,213 11,884 1,329 10.6% 102 0.8% 45% False False 18,859
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 25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,047
2.618 12,840
1.618 12,713
1.000 12,634
0.618 12,586
HIGH 12,507
0.618 12,459
0.500 12,444
0.382 12,429
LOW 12,380
0.618 12,302
1.000 12,253
1.618 12,175
2.618 12,048
4.250 11,840
Fisher Pivots for day following 26-Jun-2012
Pivot 1 day 3 day
R1 12,472 12,493
PP 12,458 12,491
S1 12,444 12,488

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

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