mini-sized Dow ($5) Future December 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 12,696 12,645 -51 -0.4% 12,524
High 12,696 12,645 -51 -0.4% 12,640
Low 12,650 12,433 -217 -1.7% 12,235
Close 12,694 12,433 -261 -2.1% 12,640
Range 46 212 166 360.9% 405
ATR 129 138 9 7.3% 0
Volume 7 21 14 200.0% 22
Daily Pivots for day following 21-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,140 12,998 12,550
R3 12,928 12,786 12,491
R2 12,716 12,716 12,472
R1 12,574 12,574 12,453 12,539
PP 12,504 12,504 12,504 12,486
S1 12,362 12,362 12,414 12,327
S2 12,292 12,292 12,394
S3 12,080 12,150 12,375
S4 11,868 11,938 12,317
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,720 13,585 12,863
R3 13,315 13,180 12,752
R2 12,910 12,910 12,714
R1 12,775 12,775 12,677 12,843
PP 12,505 12,505 12,505 12,539
S1 12,370 12,370 12,603 12,438
S2 12,100 12,100 12,566
S3 11,695 11,965 12,529
S4 11,290 11,560 12,417
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,752 12,433 319 2.6% 109 0.9% 0% False True 8
10 12,752 12,235 517 4.2% 92 0.7% 38% False False 6
20 12,752 11,913 839 6.7% 56 0.4% 62% False False 3
40 13,108 11,913 1,195 9.6% 64 0.5% 44% False False 3
60 13,108 11,913 1,195 9.6% 50 0.4% 44% False False 4
80 13,109 11,913 1,196 9.6% 41 0.3% 43% False False 5
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 0
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 13,546
2.618 13,200
1.618 12,988
1.000 12,857
0.618 12,776
HIGH 12,645
0.618 12,564
0.500 12,539
0.382 12,514
LOW 12,433
0.618 12,302
1.000 12,221
1.618 12,090
2.618 11,878
4.250 11,532
Fisher Pivots for day following 21-Jun-2012
Pivot 1 day 3 day
R1 12,539 12,579
PP 12,504 12,530
S1 12,468 12,482

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

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