mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 02-May-2012
Day Change Summary
Previous Current
01-May-2012 02-May-2012 Change Change % Previous Week
Open 13,122 13,213 91 0.7% 12,788
High 13,200 13,213 13 0.1% 13,125
Low 13,122 13,096 -26 -0.2% 12,750
Close 13,148 13,132 -16 -0.1% 13,094
Range 78 117 39 50.0% 375
ATR 104 105 1 0.9% 0
Volume 15 12 -3 -20.0% 34
Daily Pivots for day following 02-May-2012
Classic Woodie Camarilla DeMark
R4 13,498 13,432 13,196
R3 13,381 13,315 13,164
R2 13,264 13,264 13,154
R1 13,198 13,198 13,143 13,173
PP 13,147 13,147 13,147 13,134
S1 13,081 13,081 13,121 13,056
S2 13,030 13,030 13,111
S3 12,913 12,964 13,100
S4 12,796 12,847 13,068
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 14,115 13,979 13,300
R3 13,740 13,604 13,197
R2 13,365 13,365 13,163
R1 13,229 13,229 13,129 13,297
PP 12,990 12,990 12,990 13,024
S1 12,854 12,854 13,060 12,922
S2 12,615 12,615 13,025
S3 12,240 12,479 12,991
S4 11,865 12,104 12,888
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,213 13,025 188 1.4% 66 0.5% 57% True False 10
10 13,213 12,750 463 3.5% 61 0.5% 83% True False 8
20 13,213 12,596 617 4.7% 73 0.6% 87% True False 7
40 13,213 12,596 617 4.7% 76 0.6% 87% True False 14
60 13,213 12,596 617 4.7% 63 0.5% 87% True False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 13,710
2.618 13,519
1.618 13,402
1.000 13,330
0.618 13,285
HIGH 13,213
0.618 13,168
0.500 13,155
0.382 13,141
LOW 13,096
0.618 13,024
1.000 12,979
1.618 12,907
2.618 12,790
4.250 12,599
Fisher Pivots for day following 02-May-2012
Pivot 1 day 3 day
R1 13,155 13,142
PP 13,147 13,139
S1 13,140 13,135

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

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