mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 12,916 12,851 -65 -0.5% 12,900
High 12,935 12,929 -6 0.0% 12,947
Low 12,885 12,795 -90 -0.7% 12,836
Close 12,889 12,897 8 0.1% 12,889
Range 50 134 84 168.0% 111
ATR 95 98 3 2.9% 0
Volume 33 16 -17 -51.5% 131
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 13,276 13,220 12,971
R3 13,142 13,086 12,934
R2 13,008 13,008 12,922
R1 12,952 12,952 12,909 12,980
PP 12,874 12,874 12,874 12,888
S1 12,818 12,818 12,885 12,846
S2 12,740 12,740 12,873
S3 12,606 12,684 12,860
S4 12,472 12,550 12,823
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 13,224 13,167 12,950
R3 13,113 13,056 12,920
R2 13,002 13,002 12,909
R1 12,945 12,945 12,899 12,918
PP 12,891 12,891 12,891 12,877
S1 12,834 12,834 12,879 12,807
S2 12,780 12,780 12,869
S3 12,669 12,723 12,859
S4 12,558 12,612 12,828
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,947 12,795 152 1.2% 85 0.7% 67% False True 29
10 12,947 12,632 315 2.4% 101 0.8% 84% False False 30
20 12,947 12,460 487 3.8% 86 0.7% 90% False False 21
40 12,947 12,082 865 6.7% 82 0.6% 94% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 13,499
2.618 13,280
1.618 13,146
1.000 13,063
0.618 13,012
HIGH 12,929
0.618 12,878
0.500 12,862
0.382 12,846
LOW 12,795
0.618 12,712
1.000 12,661
1.618 12,578
2.618 12,444
4.250 12,226
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 12,885 12,886
PP 12,874 12,876
S1 12,862 12,865

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

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