mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 10-May-2012
Day Change Summary
Previous Current
09-May-2012 10-May-2012 Change Change % Previous Week
Open 12,686 12,738 52 0.4% 13,079
High 12,805 12,800 -5 0.0% 13,213
Low 12,665 12,711 46 0.4% 12,886
Close 12,724 12,765 41 0.3% 12,886
Range 140 89 -51 -36.4% 327
ATR 122 120 -2 -1.9% 0
Volume 20 116 96 480.0% 66
Daily Pivots for day following 10-May-2012
Classic Woodie Camarilla DeMark
R4 13,026 12,984 12,814
R3 12,937 12,895 12,790
R2 12,848 12,848 12,781
R1 12,806 12,806 12,773 12,827
PP 12,759 12,759 12,759 12,769
S1 12,717 12,717 12,757 12,738
S2 12,670 12,670 12,749
S3 12,581 12,628 12,741
S4 12,492 12,539 12,716
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 13,976 13,758 13,066
R3 13,649 13,431 12,976
R2 13,322 13,322 12,946
R1 13,104 13,104 12,916 13,050
PP 12,995 12,995 12,995 12,968
S1 12,777 12,777 12,856 12,723
S2 12,668 12,668 12,826
S3 12,341 12,450 12,796
S4 12,014 12,123 12,706
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,000 12,665 335 2.6% 138 1.1% 30% False False 42
10 13,213 12,665 548 4.3% 103 0.8% 18% False False 26
20 13,213 12,665 548 4.3% 88 0.7% 18% False False 17
40 13,213 12,596 617 4.8% 85 0.7% 27% False False 15
60 13,213 12,596 617 4.8% 76 0.6% 27% False False 14
80 13,213 12,444 769 6.0% 59 0.5% 42% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,178
2.618 13,033
1.618 12,944
1.000 12,889
0.618 12,855
HIGH 12,800
0.618 12,766
0.500 12,756
0.382 12,745
LOW 12,711
0.618 12,656
1.000 12,622
1.618 12,567
2.618 12,478
4.250 12,333
Fisher Pivots for day following 10-May-2012
Pivot 1 day 3 day
R1 12,762 12,764
PP 12,759 12,763
S1 12,756 12,762

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

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