mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 20-Mar-2012
Day Change Summary
Previous Current
19-Mar-2012 20-Mar-2012 Change Change % Previous Week
Open 13,080 13,085 5 0.0% 12,787
High 13,104 13,085 -19 -0.1% 13,169
Low 13,080 13,000 -80 -0.6% 12,785
Close 13,104 13,045 -59 -0.5% 13,101
Range 24 85 61 254.2% 384
ATR 75 77 2 2.8% 0
Volume 74 8 -66 -89.2% 246
Daily Pivots for day following 20-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,298 13,257 13,092
R3 13,213 13,172 13,069
R2 13,128 13,128 13,061
R1 13,087 13,087 13,053 13,065
PP 13,043 13,043 13,043 13,033
S1 13,002 13,002 13,037 12,980
S2 12,958 12,958 13,030
S3 12,873 12,917 13,022
S4 12,788 12,832 12,998
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 13,000 169 1.3% 56 0.4% 27% False True 62
10 13,169 12,611 558 4.3% 66 0.5% 78% False False 34
20 13,169 12,609 560 4.3% 58 0.4% 78% False False 19
40 13,169 12,444 725 5.6% 37 0.3% 83% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,446
2.618 13,308
1.618 13,223
1.000 13,170
0.618 13,138
HIGH 13,085
0.618 13,053
0.500 13,043
0.382 13,033
LOW 13,000
0.618 12,948
1.000 12,915
1.618 12,863
2.618 12,778
4.250 12,639
Fisher Pivots for day following 20-Mar-2012
Pivot 1 day 3 day
R1 13,044 13,085
PP 13,043 13,071
S1 13,043 13,058

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

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