mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 12,641 12,539 -102 -0.8% 12,811
High 12,687 12,609 -78 -0.6% 12,890
Low 12,534 12,503 -31 -0.2% 12,665
Close 12,534 12,503 -31 -0.2% 12,717
Range 153 106 -47 -30.7% 225
ATR 124 123 -1 -1.0% 0
Volume 333 328 -5 -1.5% 197
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 12,856 12,786 12,561
R3 12,750 12,680 12,532
R2 12,644 12,644 12,523
R1 12,574 12,574 12,513 12,556
PP 12,538 12,538 12,538 12,530
S1 12,468 12,468 12,493 12,450
S2 12,432 12,432 12,484
S3 12,326 12,362 12,474
S4 12,220 12,256 12,445
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 12,800 12,503 297 2.4% 118 0.9% 0% False True 219
10 13,152 12,503 649 5.2% 128 1.0% 0% False True 120
20 13,213 12,503 710 5.7% 95 0.8% 0% False True 64
40 13,213 12,503 710 5.7% 93 0.7% 0% False True 36
60 13,213 12,503 710 5.7% 81 0.6% 0% False True 30
80 13,213 12,444 769 6.2% 65 0.5% 8% False False 23
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 False
Bull Hook False
Stretch 30
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,060
2.618 12,887
1.618 12,781
1.000 12,715
0.618 12,675
HIGH 12,609
0.618 12,569
0.500 12,556
0.382 12,544
LOW 12,503
0.618 12,438
1.000 12,397
1.618 12,332
2.618 12,226
4.250 12,053
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 12,556 12,595
PP 12,538 12,564
S1 12,521 12,534

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

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