mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 13,110 13,169 59 0.5% 12,787
High 13,122 13,169 47 0.4% 13,169
Low 13,100 13,101 1 0.0% 12,785
Close 13,115 13,101 -14 -0.1% 13,101
Range 22 68 46 209.1% 384
ATR 79 78 -1 -1.0% 0
Volume 27 59 32 118.5% 246
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,328 13,282 13,139
R3 13,260 13,214 13,120
R2 13,192 13,192 13,114
R1 13,146 13,146 13,107 13,135
PP 13,124 13,124 13,124 13,118
S1 13,078 13,078 13,095 13,067
S2 13,056 13,056 13,089
S3 12,988 13,010 13,082
S4 12,920 12,942 13,064
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 14,170 14,020 13,312
R3 13,786 13,636 13,207
R2 13,402 13,402 13,172
R1 13,252 13,252 13,136 13,327
PP 13,018 13,018 13,018 13,056
S1 12,868 12,868 13,066 12,943
S2 12,634 12,634 13,031
S3 12,250 12,484 12,996
S4 11,866 12,100 12,890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,169 12,785 384 2.9% 69 0.5% 82% True False 49
10 13,169 12,609 560 4.3% 65 0.5% 88% True False 27
20 13,169 12,609 560 4.3% 56 0.4% 88% True False 15
40 13,169 12,444 725 5.5% 34 0.3% 91% True False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,458
2.618 13,347
1.618 13,279
1.000 13,237
0.618 13,211
HIGH 13,169
0.618 13,143
0.500 13,135
0.382 13,127
LOW 13,101
0.618 13,059
1.000 13,033
1.618 12,991
2.618 12,923
4.250 12,812
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 13,135 13,115
PP 13,124 13,110
S1 13,112 13,106

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

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