mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 09-Mar-2012
Day Change Summary
Previous Current
08-Mar-2012 09-Mar-2012 Change Change % Previous Week
Open 12,768 12,843 75 0.6% 12,895
High 12,879 12,905 26 0.2% 12,905
Low 12,753 12,795 42 0.3% 12,655
Close 12,844 12,863 19 0.1% 12,863
Range 126 110 -16 -12.7% 250
ATR 112 111 0 -0.1% 0
Volume 43,603 81,405 37,802 86.7% 140,971
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,184 13,134 12,924
R3 13,074 13,024 12,893
R2 12,964 12,964 12,883
R1 12,914 12,914 12,873 12,939
PP 12,854 12,854 12,854 12,867
S1 12,804 12,804 12,853 12,829
S2 12,744 12,744 12,843
S3 12,634 12,694 12,833
S4 12,524 12,584 12,803
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,558 13,460 13,001
R3 13,308 13,210 12,932
R2 13,058 13,058 12,909
R1 12,960 12,960 12,886 12,884
PP 12,808 12,808 12,808 12,770
S1 12,710 12,710 12,840 12,634
S2 12,558 12,558 12,817
S3 12,308 12,460 12,794
S4 12,058 12,210 12,726
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,905 12,655 250 1.9% 136 1.1% 83% True False 28,194
10 12,983 12,655 328 2.5% 126 1.0% 63% False False 14,160
20 12,983 12,632 351 2.7% 110 0.9% 66% False False 7,094
40 12,983 12,202 781 6.1% 97 0.8% 85% False False 3,553
60 12,983 11,639 1,344 10.4% 92 0.7% 91% False False 2,372
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 21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,373
2.618 13,193
1.618 13,083
1.000 13,015
0.618 12,973
HIGH 12,905
0.618 12,863
0.500 12,850
0.382 12,837
LOW 12,795
0.618 12,727
1.000 12,685
1.618 12,617
2.618 12,507
4.250 12,328
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 12,859 12,839
PP 12,854 12,815
S1 12,850 12,792

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

View Archives - Comment on this page... - Back to Index of Symbols