mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 08-Feb-2012
Day Change Summary
Previous Current
07-Feb-2012 08-Feb-2012 Change Change % Previous Week
Open 12,776 12,825 49 0.4% 12,625
High 12,851 12,870 19 0.1% 12,833
Low 12,729 12,776 47 0.4% 12,476
Close 12,831 12,843 12 0.1% 12,793
Range 122 94 -28 -23.0% 357
ATR 147 143 -4 -2.6% 0
Volume 82,689 78,245 -4,444 -5.4% 465,077
Daily Pivots for day following 08-Feb-2012
Classic Woodie Camarilla DeMark
R4 13,112 13,071 12,895
R3 13,018 12,977 12,869
R2 12,924 12,924 12,860
R1 12,883 12,883 12,852 12,904
PP 12,830 12,830 12,830 12,840
S1 12,789 12,789 12,835 12,810
S2 12,736 12,736 12,826
S3 12,642 12,695 12,817
S4 12,548 12,601 12,791
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 13,772 13,639 12,989
R3 13,415 13,282 12,891
R2 13,058 13,058 12,859
R1 12,925 12,925 12,826 12,992
PP 12,701 12,701 12,701 12,734
S1 12,568 12,568 12,760 12,635
S2 12,344 12,344 12,728
S3 11,987 12,211 12,695
S4 11,630 11,854 12,597
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,870 12,622 248 1.9% 111 0.9% 89% True False 79,912
10 12,870 12,476 394 3.1% 137 1.1% 93% True False 89,167
20 12,870 12,248 622 4.8% 135 1.1% 96% True False 87,212
40 12,870 11,661 1,209 9.4% 153 1.2% 98% True False 85,372
60 12,870 11,077 1,793 14.0% 176 1.4% 98% True False 60,201
80 12,870 11,077 1,793 14.0% 183 1.4% 98% True False 45,156
100 12,870 10,288 2,582 20.1% 199 1.6% 99% True False 36,133
120 12,870 10,288 2,582 20.1% 177 1.4% 99% True False 30,112
Crabel Price Patterns
NR True
NR4 False
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 37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,270
2.618 13,116
1.618 13,022
1.000 12,964
0.618 12,928
HIGH 12,870
0.618 12,834
0.500 12,823
0.382 12,812
LOW 12,776
0.618 12,718
1.000 12,682
1.618 12,624
2.618 12,530
4.250 12,377
Fisher Pivots for day following 08-Feb-2012
Pivot 1 day 3 day
R1 12,836 12,827
PP 12,830 12,812
S1 12,823 12,796

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

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