mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 15-May-2012
Day Change Summary
Previous Current
14-May-2012 15-May-2012 Change Change % Previous Week
Open 12,687 12,641 -46 -0.4% 12,811
High 12,687 12,687 0 0.0% 12,890
Low 12,563 12,534 -29 -0.2% 12,665
Close 12,584 12,534 -50 -0.4% 12,717
Range 124 153 29 23.4% 225
ATR 122 124 2 1.8% 0
Volume 309 333 24 7.8% 197
Daily Pivots for day following 15-May-2012
Classic Woodie Camarilla DeMark
R4 13,044 12,942 12,618
R3 12,891 12,789 12,576
R2 12,738 12,738 12,562
R1 12,636 12,636 12,548 12,611
PP 12,585 12,585 12,585 12,572
S1 12,483 12,483 12,520 12,458
S2 12,432 12,432 12,506
S3 12,279 12,330 12,492
S4 12,126 12,177 12,450
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 13,432 13,300 12,841
R3 13,207 13,075 12,779
R2 12,982 12,982 12,758
R1 12,850 12,850 12,738 12,804
PP 12,757 12,757 12,757 12,734
S1 12,625 12,625 12,697 12,579
S2 12,532 12,532 12,676
S3 12,307 12,400 12,655
S4 12,082 12,175 12,593
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,805 12,534 271 2.2% 125 1.0% 0% False True 157
10 13,213 12,534 679 5.4% 129 1.0% 0% False True 88
20 13,213 12,534 679 5.4% 92 0.7% 0% False True 48
40 13,213 12,534 679 5.4% 91 0.7% 0% False True 28
60 13,213 12,534 679 5.4% 80 0.6% 0% False True 25
80 13,213 12,444 769 6.1% 64 0.5% 12% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,337
2.618 13,088
1.618 12,935
1.000 12,840
0.618 12,782
HIGH 12,687
0.618 12,629
0.500 12,611
0.382 12,593
LOW 12,534
0.618 12,440
1.000 12,381
1.618 12,287
2.618 12,134
4.250 11,884
Fisher Pivots for day following 15-May-2012
Pivot 1 day 3 day
R1 12,611 12,659
PP 12,585 12,617
S1 12,560 12,576

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

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