mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 12,506 12,594 88 0.7% 12,350
High 12,589 12,668 79 0.6% 12,668
Low 12,486 12,553 67 0.5% 12,327
Close 12,587 12,654 67 0.5% 12,654
Range 103 115 12 11.7% 341
ATR 165 161 -4 -2.2% 0
Volume 69,553 63,862 -5,691 -8.2% 319,071
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 12,970 12,927 12,717
R3 12,855 12,812 12,686
R2 12,740 12,740 12,675
R1 12,697 12,697 12,665 12,719
PP 12,625 12,625 12,625 12,636
S1 12,582 12,582 12,644 12,604
S2 12,510 12,510 12,633
S3 12,395 12,467 12,623
S4 12,280 12,352 12,591
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 13,573 13,454 12,842
R3 13,232 13,113 12,748
R2 12,891 12,891 12,717
R1 12,772 12,772 12,685 12,832
PP 12,550 12,550 12,550 12,579
S1 12,431 12,431 12,623 12,491
S2 12,209 12,209 12,592
S3 11,868 12,090 12,560
S4 11,527 11,749 12,467
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,668 12,248 420 3.3% 146 1.2% 97% True False 83,319
10 12,668 12,248 420 3.3% 132 1.0% 97% True False 81,869
20 12,668 11,928 740 5.8% 133 1.1% 98% True False 71,899
40 12,668 11,077 1,591 12.6% 181 1.4% 99% True False 61,192
60 12,668 11,077 1,591 12.6% 189 1.5% 99% True False 40,808
80 12,668 10,288 2,380 18.8% 200 1.6% 99% True False 30,613
100 12,668 10,288 2,380 18.8% 195 1.5% 99% True False 24,495
120 12,668 10,288 2,380 18.8% 166 1.3% 99% True False 20,412
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,157
2.618 12,969
1.618 12,854
1.000 12,783
0.618 12,739
HIGH 12,668
0.618 12,624
0.500 12,611
0.382 12,597
LOW 12,553
0.618 12,482
1.000 12,438
1.618 12,367
2.618 12,252
4.250 12,064
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 12,640 12,614
PP 12,625 12,573
S1 12,611 12,533

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

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