mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 11-May-2012
Day Change Summary
Previous Current
10-May-2012 11-May-2012 Change Change % Previous Week
Open 12,700 12,600 -100 -0.8% 12,661
High 12,700 12,636 -64 -0.5% 12,808
Low 12,684 12,600 -84 -0.7% 12,511
Close 12,684 12,636 -48 -0.4% 12,636
Range 16 36 20 125.0% 297
ATR 102 101 -1 -1.3% 0
Volume 3 2 -1 -33.3% 14
Daily Pivots for day following 11-May-2012
Classic Woodie Camarilla DeMark
R4 12,732 12,720 12,656
R3 12,696 12,684 12,646
R2 12,660 12,660 12,643
R1 12,648 12,648 12,639 12,654
PP 12,624 12,624 12,624 12,627
S1 12,612 12,612 12,633 12,618
S2 12,588 12,588 12,630
S3 12,552 12,576 12,626
S4 12,516 12,540 12,616
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 13,543 13,386 12,799
R3 13,246 13,089 12,718
R2 12,949 12,949 12,691
R1 12,792 12,792 12,663 12,722
PP 12,652 12,652 12,652 12,617
S1 12,495 12,495 12,609 12,425
S2 12,355 12,355 12,582
S3 12,058 12,198 12,554
S4 11,761 11,901 12,473
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,808 12,511 297 2.4% 83 0.7% 42% False False 2
10 13,108 12,511 597 4.7% 65 0.5% 21% False False 5
20 13,108 12,511 597 4.7% 38 0.3% 21% False False 3
40 13,108 12,511 597 4.7% 29 0.2% 21% False False 6
60 13,109 12,511 598 4.7% 27 0.2% 21% False False 5
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 10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,789
2.618 12,730
1.618 12,694
1.000 12,672
0.618 12,658
HIGH 12,636
0.618 12,622
0.500 12,618
0.382 12,614
LOW 12,600
0.618 12,578
1.000 12,564
1.618 12,542
2.618 12,506
4.250 12,447
Fisher Pivots for day following 11-May-2012
Pivot 1 day 3 day
R1 12,630 12,631
PP 12,624 12,625
S1 12,618 12,620

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

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