mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 12,662 12,607 -55 -0.4% 12,870
High 12,759 12,704 -55 -0.4% 12,991
Low 12,573 12,545 -28 -0.2% 12,700
Close 12,605 12,574 -31 -0.2% 12,788
Range 186 159 -27 -14.5% 291
ATR 163 162 0 -0.2% 0
Volume 190,657 179,350 -11,307 -5.9% 775,216
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 13,085 12,988 12,662
R3 12,926 12,829 12,618
R2 12,767 12,767 12,603
R1 12,670 12,670 12,589 12,639
PP 12,608 12,608 12,608 12,592
S1 12,511 12,511 12,560 12,480
S2 12,449 12,449 12,545
S3 12,290 12,352 12,530
S4 12,131 12,193 12,487
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 13,699 13,535 12,948
R3 13,408 13,244 12,868
R2 13,117 13,117 12,841
R1 12,953 12,953 12,815 12,890
PP 12,826 12,826 12,826 12,795
S1 12,662 12,662 12,761 12,599
S2 12,535 12,535 12,735
S3 12,244 12,371 12,708
S4 11,953 12,080 12,628
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,891 12,545 346 2.8% 165 1.3% 8% False True 162,443
10 13,248 12,545 703 5.6% 179 1.4% 4% False True 156,726
20 13,284 12,545 739 5.9% 163 1.3% 4% False True 135,867
40 13,284 12,545 739 5.9% 157 1.2% 4% False True 123,779
60 13,284 12,545 739 5.9% 141 1.1% 4% False True 97,419
80 13,284 12,460 824 6.6% 127 1.0% 14% False False 73,069
100 13,284 11,990 1,294 10.3% 117 0.9% 45% False False 58,457
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 49
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,380
2.618 13,120
1.618 12,961
1.000 12,863
0.618 12,802
HIGH 12,704
0.618 12,643
0.500 12,625
0.382 12,606
LOW 12,545
0.618 12,447
1.000 12,386
1.618 12,288
2.618 12,129
4.250 11,869
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 12,625 12,672
PP 12,608 12,639
S1 12,591 12,607

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

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