mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 24-Apr-2012
Day Change Summary
Previous Current
23-Apr-2012 24-Apr-2012 Change Change % Previous Week
Open 12,967 12,870 -97 -0.7% 12,790
High 12,978 12,995 17 0.1% 13,070
Low 12,786 12,870 84 0.7% 12,748
Close 12,871 12,959 88 0.7% 12,988
Range 192 125 -67 -34.9% 322
ATR 158 156 -2 -1.5% 0
Volume 124,249 110,151 -14,098 -11.3% 674,422
Daily Pivots for day following 24-Apr-2012
Classic Woodie Camarilla DeMark
R4 13,316 13,263 13,028
R3 13,191 13,138 12,994
R2 13,066 13,066 12,982
R1 13,013 13,013 12,971 13,040
PP 12,941 12,941 12,941 12,955
S1 12,888 12,888 12,948 12,915
S2 12,816 12,816 12,936
S3 12,691 12,763 12,925
S4 12,566 12,638 12,890
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 13,901 13,767 13,165
R3 13,579 13,445 13,077
R2 13,257 13,257 13,047
R1 13,123 13,123 13,018 13,190
PP 12,935 12,935 12,935 12,969
S1 12,801 12,801 12,959 12,868
S2 12,613 12,613 12,929
S3 12,291 12,479 12,900
S4 11,969 12,157 12,811
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,057 12,786 271 2.1% 157 1.2% 64% False False 127,386
10 13,070 12,686 384 3.0% 173 1.3% 71% False False 127,609
20 13,245 12,648 597 4.6% 158 1.2% 52% False False 117,420
40 13,245 12,648 597 4.6% 140 1.1% 52% False False 91,099
60 13,245 12,460 785 6.1% 122 0.9% 64% False False 60,740
80 13,245 12,082 1,163 9.0% 111 0.9% 75% False False 45,557
Crabel Price Patterns
NR True
NR4 True
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 27
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,526
2.618 13,322
1.618 13,197
1.000 13,120
0.618 13,072
HIGH 12,995
0.618 12,947
0.500 12,933
0.382 12,918
LOW 12,870
0.618 12,793
1.000 12,745
1.618 12,668
2.618 12,543
4.250 12,339
Fisher Pivots for day following 24-Apr-2012
Pivot 1 day 3 day
R1 12,950 12,942
PP 12,941 12,924
S1 12,933 12,907

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

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