mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 29-Mar-2012
Day Change Summary
Previous Current
28-Mar-2012 29-Mar-2012 Change Change % Previous Week
Open 13,060 12,910 -150 -1.1% 13,080
High 13,060 13,009 -51 -0.4% 13,104
Low 12,939 12,907 -32 -0.2% 12,880
Close 12,984 13,009 25 0.2% 12,971
Range 121 102 -19 -15.7% 224
ATR 90 91 1 0.9% 0
Volume 15 5 -10 -66.7% 112
Daily Pivots for day following 29-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,281 13,247 13,065
R3 13,179 13,145 13,037
R2 13,077 13,077 13,028
R1 13,043 13,043 13,018 13,060
PP 12,975 12,975 12,975 12,984
S1 12,941 12,941 13,000 12,958
S2 12,873 12,873 12,990
S3 12,771 12,839 12,981
S4 12,669 12,737 12,953
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 13,178 12,880 298 2.3% 119 0.9% 43% False False 11
10 13,178 12,880 298 2.3% 93 0.7% 43% False False 21
20 13,178 12,609 569 4.4% 81 0.6% 70% False False 21
40 13,178 12,533 645 5.0% 54 0.4% 74% False False 12
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,443
2.618 13,276
1.618 13,174
1.000 13,111
0.618 13,072
HIGH 13,009
0.618 12,970
0.500 12,958
0.382 12,946
LOW 12,907
0.618 12,844
1.000 12,805
1.618 12,742
2.618 12,640
4.250 12,474
Fisher Pivots for day following 29-Mar-2012
Pivot 1 day 3 day
R1 12,992 13,043
PP 12,975 13,031
S1 12,958 13,020

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

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