mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 12,785 12,631 -154 -1.2% 12,834
High 12,828 12,631 -197 -1.5% 12,929
Low 12,750 12,609 -141 -1.1% 12,750
Close 12,828 12,611 -217 -1.7% 12,833
Range 78 22 -56 -71.8% 179
ATR 61 72 11 18.7% 0
Volume 6 10 4 66.7% 16
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 12,683 12,669 12,623
R3 12,661 12,647 12,617
R2 12,639 12,639 12,615
R1 12,625 12,625 12,613 12,621
PP 12,617 12,617 12,617 12,615
S1 12,603 12,603 12,609 12,599
S2 12,595 12,595 12,607
S3 12,573 12,581 12,605
S4 12,551 12,559 12,599
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,374 13,283 12,932
R3 13,195 13,104 12,882
R2 13,016 13,016 12,866
R1 12,925 12,925 12,850 12,881
PP 12,837 12,837 12,837 12,816
S1 12,746 12,746 12,817 12,702
S2 12,658 12,658 12,800
S3 12,479 12,567 12,784
S4 12,300 12,388 12,735
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,929 12,609 320 2.5% 69 0.5% 1% False True 5
10 12,929 12,609 320 2.5% 50 0.4% 1% False True 4
20 12,929 12,609 320 2.5% 33 0.3% 1% False True 2
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 4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,725
2.618 12,689
1.618 12,667
1.000 12,653
0.618 12,645
HIGH 12,631
0.618 12,623
0.500 12,620
0.382 12,618
LOW 12,609
0.618 12,596
1.000 12,587
1.618 12,574
2.618 12,552
4.250 12,516
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 12,620 12,739
PP 12,617 12,696
S1 12,614 12,654

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

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