mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 12-Jan-2012
Day Change Summary
Previous Current
11-Jan-2012 12-Jan-2012 Change Change % Previous Week
Open 12,386 12,390 4 0.0% 12,352
High 12,409 12,465 56 0.5% 12,415
Low 12,338 12,323 -15 -0.1% 12,219
Close 12,388 12,413 25 0.2% 12,309
Range 71 142 71 100.0% 196
ATR 172 169 -2 -1.2% 0
Volume 80,736 82,979 2,243 2.8% 331,876
Daily Pivots for day following 12-Jan-2012
Classic Woodie Camarilla DeMark
R4 12,826 12,762 12,491
R3 12,684 12,620 12,452
R2 12,542 12,542 12,439
R1 12,478 12,478 12,426 12,510
PP 12,400 12,400 12,400 12,417
S1 12,336 12,336 12,400 12,368
S2 12,258 12,258 12,387
S3 12,116 12,194 12,374
S4 11,974 12,052 12,335
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 12,902 12,802 12,417
R3 12,706 12,606 12,363
R2 12,510 12,510 12,345
R1 12,410 12,410 12,327 12,362
PP 12,314 12,314 12,314 12,291
S1 12,214 12,214 12,291 12,166
S2 12,118 12,118 12,273
S3 11,922 12,018 12,255
S4 11,726 11,822 12,201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,465 12,252 213 1.7% 117 0.9% 76% True False 80,419
10 12,465 12,078 387 3.1% 119 1.0% 87% True False 73,851
20 12,465 11,661 804 6.5% 154 1.2% 94% True False 77,496
40 12,465 11,077 1,388 11.2% 189 1.5% 96% True False 50,787
60 12,465 11,077 1,388 11.2% 194 1.6% 96% True False 33,866
80 12,465 10,288 2,177 17.5% 214 1.7% 98% True False 25,408
100 12,465 10,288 2,177 17.5% 188 1.5% 98% True False 20,329
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 32
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,069
2.618 12,837
1.618 12,695
1.000 12,607
0.618 12,553
HIGH 12,465
0.618 12,411
0.500 12,394
0.382 12,377
LOW 12,323
0.618 12,235
1.000 12,181
1.618 12,093
2.618 11,951
4.250 11,720
Fisher Pivots for day following 12-Jan-2012
Pivot 1 day 3 day
R1 12,407 12,407
PP 12,400 12,400
S1 12,394 12,394

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

View Archives - Comment on this page... - Back to Index of Symbols