mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 12,925 12,974 49 0.4% 12,959
High 13,023 12,994 -29 -0.2% 13,042
Low 12,890 12,912 22 0.2% 12,861
Close 12,973 12,968 -5 0.0% 12,968
Range 133 82 -51 -38.3% 181
ATR 129 126 -3 -2.6% 0
Volume 127,381 88,584 -38,797 -30.5% 594,718
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,204 13,168 13,013
R3 13,122 13,086 12,991
R2 13,040 13,040 12,983
R1 13,004 13,004 12,976 12,981
PP 12,958 12,958 12,958 12,947
S1 12,922 12,922 12,961 12,899
S2 12,876 12,876 12,953
S3 12,794 12,840 12,946
S4 12,712 12,758 12,923
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,500 13,415 13,068
R3 13,319 13,234 13,018
R2 13,138 13,138 13,001
R1 13,053 13,053 12,985 13,096
PP 12,957 12,957 12,957 12,978
S1 12,872 12,872 12,952 12,915
S2 12,776 12,776 12,935
S3 12,595 12,691 12,918
S4 12,414 12,510 12,869
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,042 12,861 181 1.4% 117 0.9% 59% False False 118,943
10 13,042 12,859 183 1.4% 109 0.8% 60% False False 109,714
20 13,042 12,645 397 3.1% 120 0.9% 81% False False 104,531
40 13,042 12,219 823 6.3% 129 1.0% 91% False False 96,224
60 13,042 11,661 1,381 10.6% 150 1.2% 95% False False 89,671
80 13,042 11,077 1,965 15.2% 167 1.3% 96% False False 67,298
100 13,042 11,077 1,965 15.2% 172 1.3% 96% False False 53,843
120 13,042 10,288 2,754 21.2% 189 1.5% 97% False False 44,876
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 36
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 13,343
2.618 13,209
1.618 13,127
1.000 13,076
0.618 13,045
HIGH 12,994
0.618 12,963
0.500 12,953
0.382 12,943
LOW 12,912
0.618 12,861
1.000 12,830
1.618 12,779
2.618 12,697
4.250 12,564
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 12,963 12,967
PP 12,958 12,967
S1 12,953 12,966

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

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