mini-sized Dow ($5) Future June 2012

Trading Metrics calculated at close of trading on 08-Feb-2012

YMM12 began trading on 12/02/2011 and has 46 trading days of price history. Some sections of this page appear only once enough data has accumulated.

We anticipate that we'll have enough data to calculate stats around 05/24/2012.

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.40)

Moving Averages

Strong Buy

+1.00

Oscillators

Buy

+0.22

Price Levels

Neutral

0.00

Trend

Strong Buy

+1.00

Relative Volume (20d): 0.87x

ATR(14) %: 0.7%

20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

	Previous	Current
Metric	07-Feb-2012	08-Feb-2012	Change	Change %	Previous Week
Open	12,670	12,795	125	1.0%	12,473
High	12,765	12,795	30	0.2%	12,787
Low	12,670	12,762	92	0.7%	12,460
Close	12,760	12,772	12	0.1%	12,721
Range	95	33	-62	-65.3%	327
ATR(14)	99	95	-5	-4.6%	102
Volume	18	9	-9	-50.0%	19

Multi-Period Performance

1-Month (21d)

4.1%

3-Month (63d)

—

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

4.1%

52-Week Range

52W Low: 11,639 (9.7%)

Position (98%)

52W High: 12,795 (0.2%)

Daily Pivots for day following 08-Feb-2012

Level	Classic	Woodie	Camarilla	DeMark
R4	12,875	12,857	12,790
R3	12,842	12,824	12,781
R2	12,809	12,809	12,778
R1	12,791	12,791	12,775	12,784
PP	12,776	12,776	12,776	12,773
S1	12,758	12,758	12,769	12,751
S2	12,743	12,743	12,766
S3	12,710	12,725	12,763
S4	12,677	12,692	12,754

Weekly Pivots for week ending 03-Feb-2012

Level	Classic	Woodie	Camarilla	DeMark
R4	13,637	13,506	12,901
R3	13,310	13,179	12,811
R2	12,983	12,983	12,781
R1	12,852	12,852	12,751	12,918
PP	12,656	12,656	12,656	12,689
S1	12,525	12,525	12,691	12,591
S2	12,329	12,329	12,661
S3	12,002	12,198	12,631
S4	11,675	11,871	12,541

Fisher Pivots for day following 08-Feb-2012

Pivot	1 Day	3 Day
R1	12,779	12,757
PP	12,776	12,741
S1	12,774	12,726

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	12,935
2.618	12,882
1.618	12,849
1.000	12,828
0.618	12,816
HIGH	12,795
0.618	12,783
0.500	12,779
0.382	12,775
LOW	12,762
0.618	12,742
1.000	12,729
1.618	12,709
2.618	12,676
4.250	12,622

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	12,522
38.2%	12,354
50.0%	12,217
61.8%	12,081
78.6%	11,887

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	12,711	61	0.5%	Above
10-Day SMA	12,634	139	1.1%	Above
20-Day SMA	12,548	224	1.8%	Above
50-Day SMA	Insufficient data
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 12,819

Middle: 12,548

Lower: 12,277

Bandwidth: 4.3%

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

71.90

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

155.80

Signal: 155.46 · Hist: 0.34

Stochastic (14, 3)

Neutral

%K: 93.13

%D: 89.22

StochRSI (14)

Neutral

%K: 94.97

%D: 89.32

ADX (14) & Trend

Strong Trend

35.40

+DI: 43.50 · -DI: 15.72

CCI (20)

Neutral

142.74

Range -100 to +100

Williams %R (14)

Neutral

-6.87

Range -100 to 0

Ultimate Oscillator

Neutral

61.93

Periods: 7, 14, 28

ROC (12)

Bullish

1.52%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

175.72

Bull: 175.72 · Bear: 142.72

Crabel Price Patterns

Pattern	Signal / Value
NR	True
NR4	True
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	6
Narrowest range in 4 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,795	12,573	222	1.7%	75	0.6%	90%	True	False	10
10	12,795	12,460	335	2.6%	70	0.5%	93%	True	False	8
20	12,795	12,202	593	4.6%	85	0.7%	96%	True	False	10
40	12,795	11,639	1,156	9.1%	81	0.6%	98%	True	False	9

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