mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 23-Mar-2012
Day Change Summary
Previous Current
22-Mar-2012 23-Mar-2012 Change Change % Previous Week
Open 13,020 12,916 -104 -0.8% 13,080
High 13,020 12,971 -49 -0.4% 13,104
Low 12,889 12,880 -9 -0.1% 12,880
Close 12,940 12,971 31 0.2% 12,971
Range 131 91 -40 -30.5% 224
ATR 79 79 1 1.1% 0
Volume 7 17 10 142.9% 112
Daily Pivots for day following 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,214 13,183 13,021
R3 13,123 13,092 12,996
R2 13,032 13,032 12,988
R1 13,001 13,001 12,979 13,017
PP 12,941 12,941 12,941 12,948
S1 12,910 12,910 12,963 12,926
S2 12,850 12,850 12,954
S3 12,759 12,819 12,946
S4 12,668 12,728 12,921
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,657 13,538 13,094
R3 13,433 13,314 13,033
R2 13,209 13,209 13,012
R1 13,090 13,090 12,992 13,038
PP 12,985 12,985 12,985 12,959
S1 12,866 12,866 12,951 12,814
S2 12,761 12,761 12,930
S3 12,537 12,642 12,910
S4 12,313 12,418 12,848
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,104 12,880 224 1.7% 71 0.5% 41% False True 22
10 13,169 12,785 384 3.0% 70 0.5% 48% False False 35
20 13,169 12,609 560 4.3% 64 0.5% 65% False False 20
40 13,169 12,444 725 5.6% 42 0.3% 73% False False 11
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 6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,358
2.618 13,209
1.618 13,118
1.000 13,062
0.618 13,027
HIGH 12,971
0.618 12,936
0.500 12,926
0.382 12,915
LOW 12,880
0.618 12,824
1.000 12,789
1.618 12,733
2.618 12,642
4.250 12,493
Fisher Pivots for day following 23-Mar-2012
Pivot 1 day 3 day
R1 12,956 12,964
PP 12,941 12,957
S1 12,926 12,950

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

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