mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 17-May-2012
Day Change Summary
Previous Current
16-May-2012 17-May-2012 Change Change % Previous Week
Open 12,539 12,570 31 0.2% 12,811
High 12,609 12,570 -39 -0.3% 12,890
Low 12,503 12,342 -161 -1.3% 12,665
Close 12,503 12,342 -161 -1.3% 12,717
Range 106 228 122 115.1% 225
ATR 123 130 8 6.1% 0
Volume 328 147 -181 -55.2% 197
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 13,102 12,950 12,468
R3 12,874 12,722 12,405
R2 12,646 12,646 12,384
R1 12,494 12,494 12,363 12,456
PP 12,418 12,418 12,418 12,399
S1 12,266 12,266 12,321 12,228
S2 12,190 12,190 12,300
S3 11,962 12,038 12,279
S4 11,734 11,810 12,217
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 12,784 12,342 442 3.6% 146 1.2% 0% False True 225
10 13,000 12,342 658 5.3% 142 1.2% 0% False True 133
20 13,213 12,342 871 7.1% 99 0.8% 0% False True 71
40 13,213 12,342 871 7.1% 95 0.8% 0% False True 39
60 13,213 12,342 871 7.1% 83 0.7% 0% False True 32
80 13,213 12,342 871 7.1% 68 0.5% 0% False True 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30
Widest range in 91 trading days
Fibonacci Retracements and Extensions
4.250 13,539
2.618 13,167
1.618 12,939
1.000 12,798
0.618 12,711
HIGH 12,570
0.618 12,483
0.500 12,456
0.382 12,429
LOW 12,342
0.618 12,201
1.000 12,114
1.618 11,973
2.618 11,745
4.250 11,373
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 12,456 12,515
PP 12,418 12,457
S1 12,380 12,400

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

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