mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 26-Mar-2012
Day Change Summary
Previous Current
23-Mar-2012 26-Mar-2012 Change Change % Previous Week
Open 12,916 12,991 75 0.6% 13,080
High 12,971 13,137 166 1.3% 13,104
Low 12,880 12,973 93 0.7% 12,880
Close 12,971 13,137 166 1.3% 12,971
Range 91 164 73 80.2% 224
ATR 79 86 6 7.8% 0
Volume 17 4 -13 -76.5% 112
Daily Pivots for day following 26-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,574 13,520 13,227
R3 13,410 13,356 13,182
R2 13,246 13,246 13,167
R1 13,192 13,192 13,152 13,219
PP 13,082 13,082 13,082 13,096
S1 13,028 13,028 13,122 13,055
S2 12,918 12,918 13,107
S3 12,754 12,864 13,092
S4 12,590 12,700 13,047
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 13,137 12,880 257 2.0% 99 0.8% 100% True False 8
10 13,169 12,880 289 2.2% 81 0.6% 89% False False 35
20 13,169 12,609 560 4.3% 72 0.5% 94% False False 20
40 13,169 12,444 725 5.5% 46 0.3% 96% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 13,834
2.618 13,566
1.618 13,402
1.000 13,301
0.618 13,238
HIGH 13,137
0.618 13,074
0.500 13,055
0.382 13,036
LOW 12,973
0.618 12,872
1.000 12,809
1.618 12,708
2.618 12,544
4.250 12,276
Fisher Pivots for day following 26-Mar-2012
Pivot 1 day 3 day
R1 13,110 13,094
PP 13,082 13,051
S1 13,055 13,009

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

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