mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 15-Mar-2012
Day Change Summary
Previous Current
14-Mar-2012 15-Mar-2012 Change Change % Previous Week
Open 13,070 13,110 40 0.3% 12,785
High 13,138 13,122 -16 -0.1% 12,828
Low 13,060 13,100 40 0.3% 12,609
Close 13,072 13,115 43 0.3% 12,797
Range 78 22 -56 -71.8% 219
ATR 81 79 -2 -2.8% 0
Volume 146 27 -119 -81.5% 31
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,178 13,169 13,127
R3 13,156 13,147 13,121
R2 13,134 13,134 13,119
R1 13,125 13,125 13,117 13,130
PP 13,112 13,112 13,112 13,115
S1 13,103 13,103 13,113 13,108
S2 13,090 13,090 13,111
S3 13,068 13,081 13,109
S4 13,046 13,059 13,103
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,402 13,318 12,918
R3 13,183 13,099 12,857
R2 12,964 12,964 12,837
R1 12,880 12,880 12,817 12,922
PP 12,745 12,745 12,745 12,766
S1 12,661 12,661 12,777 12,703
S2 12,526 12,526 12,757
S3 12,307 12,442 12,737
S4 12,088 12,223 12,677
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,138 12,770 368 2.8% 64 0.5% 94% False False 37
10 13,138 12,609 529 4.0% 70 0.5% 96% False False 22
20 13,138 12,609 529 4.0% 56 0.4% 96% False False 12
40 13,138 12,444 694 5.3% 32 0.2% 97% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 13,216
2.618 13,180
1.618 13,158
1.000 13,144
0.618 13,136
HIGH 13,122
0.618 13,114
0.500 13,111
0.382 13,109
LOW 13,100
0.618 13,087
1.000 13,078
1.618 13,065
2.618 13,043
4.250 13,007
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 13,114 13,086
PP 13,112 13,058
S1 13,111 13,029

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

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