mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 12,317 12,511 194 1.6% 12,024
High 12,518 12,531 13 0.1% 12,508
Low 12,288 12,381 93 0.8% 11,884
Close 12,514 12,429 -85 -0.7% 12,503
Range 230 150 -80 -34.8% 624
ATR 184 182 -2 -1.3% 0
Volume 188,262 151,760 -36,502 -19.4% 145,851
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 12,897 12,813 12,512
R3 12,747 12,663 12,470
R2 12,597 12,597 12,457
R1 12,513 12,513 12,443 12,480
PP 12,447 12,447 12,447 12,431
S1 12,363 12,363 12,415 12,330
S2 12,297 12,297 12,402
S3 12,147 12,213 12,388
S4 11,997 12,063 12,347
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 14,170 13,961 12,846
R3 13,546 13,337 12,675
R2 12,922 12,922 12,618
R1 12,713 12,713 12,560 12,818
PP 12,298 12,298 12,298 12,351
S1 12,089 12,089 12,446 12,194
S2 11,674 11,674 12,389
S3 11,050 11,465 12,332
S4 10,426 10,841 12,160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,715 12,288 427 3.4% 225 1.8% 33% False False 130,060
10 12,715 11,884 831 6.7% 214 1.7% 66% False False 66,698
20 12,715 11,884 831 6.7% 182 1.5% 66% False False 33,465
40 13,213 11,884 1,329 10.7% 137 1.1% 41% False False 16,757
60 13,213 11,884 1,329 10.7% 121 1.0% 41% False False 11,173
80 13,213 11,884 1,329 10.7% 106 0.8% 41% False False 8,385
100 13,213 11,884 1,329 10.7% 87 0.7% 41% False False 6,708
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 38
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,169
2.618 12,924
1.618 12,774
1.000 12,681
0.618 12,624
HIGH 12,531
0.618 12,474
0.500 12,456
0.382 12,438
LOW 12,381
0.618 12,288
1.000 12,231
1.618 12,138
2.618 11,988
4.250 11,744
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 12,456 12,502
PP 12,447 12,477
S1 12,438 12,453

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

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