mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 12,390 12,413 23 0.2% 12,312
High 12,465 12,440 -25 -0.2% 12,465
Low 12,323 12,248 -75 -0.6% 12,248
Close 12,413 12,390 -23 -0.2% 12,390
Range 142 192 50 35.2% 217
ATR 169 171 2 1.0% 0
Volume 82,979 97,528 14,549 17.5% 415,831
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 12,935 12,855 12,496
R3 12,743 12,663 12,443
R2 12,551 12,551 12,425
R1 12,471 12,471 12,408 12,415
PP 12,359 12,359 12,359 12,332
S1 12,279 12,279 12,373 12,223
S2 12,167 12,167 12,355
S3 11,975 12,087 12,337
S4 11,783 11,895 12,285
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 13,019 12,921 12,509
R3 12,802 12,704 12,450
R2 12,585 12,585 12,430
R1 12,487 12,487 12,410 12,536
PP 12,368 12,368 12,368 12,392
S1 12,270 12,270 12,370 12,319
S2 12,151 12,151 12,350
S3 11,934 12,053 12,330
S4 11,717 11,836 12,271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,465 12,248 217 1.8% 128 1.0% 65% False True 83,166
10 12,465 12,134 331 2.7% 123 1.0% 77% False False 78,457
20 12,465 11,661 804 6.5% 152 1.2% 91% False False 74,924
40 12,465 11,077 1,388 11.2% 189 1.5% 95% False False 53,224
60 12,465 11,077 1,388 11.2% 192 1.5% 95% False False 35,491
80 12,465 10,288 2,177 17.6% 213 1.7% 97% False False 26,627
100 12,465 10,288 2,177 17.6% 189 1.5% 97% False False 21,304
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 True
Bear Hook False
Bull Hook False
Stretch 34
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 13,256
2.618 12,943
1.618 12,751
1.000 12,632
0.618 12,559
HIGH 12,440
0.618 12,367
0.500 12,344
0.382 12,321
LOW 12,248
0.618 12,129
1.000 12,056
1.618 11,937
2.618 11,745
4.250 11,432
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 12,375 12,379
PP 12,359 12,368
S1 12,344 12,357

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

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