mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 27-Jun-2012
Day Change Summary
Previous Current
26-Jun-2012 27-Jun-2012 Change Change % Previous Week
Open 12,388 12,388 0 0.0% 12,752
High 12,417 12,484 67 0.5% 12,752
Low 12,388 12,388 0 0.0% 12,433
Close 12,417 12,484 67 0.5% 12,499
Range 29 96 67 231.0% 319
ATR 128 126 -2 -1.8% 0
Volume 1 2 1 100.0% 41
Daily Pivots for day following 27-Jun-2012
Classic Woodie Camarilla DeMark
R4 12,740 12,708 12,537
R3 12,644 12,612 12,511
R2 12,548 12,548 12,502
R1 12,516 12,516 12,493 12,532
PP 12,452 12,452 12,452 12,460
S1 12,420 12,420 12,475 12,436
S2 12,356 12,356 12,467
S3 12,260 12,324 12,458
S4 12,164 12,228 12,431
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,518 13,328 12,675
R3 13,199 13,009 12,587
R2 12,880 12,880 12,558
R1 12,690 12,690 12,528 12,626
PP 12,561 12,561 12,561 12,529
S1 12,371 12,371 12,470 12,307
S2 12,242 12,242 12,441
S3 11,923 12,052 12,411
S4 11,604 11,733 12,324
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,645 12,362 283 2.3% 68 0.5% 43% False False 5
10 12,752 12,362 390 3.1% 74 0.6% 31% False False 5
20 12,752 11,913 839 6.7% 61 0.5% 68% False False 3
40 13,051 11,913 1,138 9.1% 62 0.5% 50% False False 2
60 13,108 11,913 1,195 9.6% 51 0.4% 48% False False 3
80 13,109 11,913 1,196 9.6% 41 0.3% 48% False False 5
100 13,109 11,913 1,196 9.6% 39 0.3% 48% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,892
2.618 12,735
1.618 12,639
1.000 12,580
0.618 12,543
HIGH 12,484
0.618 12,447
0.500 12,436
0.382 12,425
LOW 12,388
0.618 12,329
1.000 12,292
1.618 12,233
2.618 12,137
4.250 11,980
Fisher Pivots for day following 27-Jun-2012
Pivot 1 day 3 day
R1 12,468 12,464
PP 12,452 12,443
S1 12,436 12,423

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

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