mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary
Previous Current
19-Jun-2012 20-Jun-2012 Change Change % Previous Week
Open 12,685 12,758 73 0.6% 12,605
High 12,829 12,808 -21 -0.2% 12,723
Low 12,657 12,671 14 0.1% 12,288
Close 12,762 12,763 1 0.0% 12,710
Range 172 137 -35 -20.3% 435
ATR 180 177 -3 -1.7% 0
Volume 108,774 169,232 60,458 55.6% 795,763
Daily Pivots for day following 20-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,158 13,098 12,838
R3 13,021 12,961 12,801
R2 12,884 12,884 12,788
R1 12,824 12,824 12,776 12,854
PP 12,747 12,747 12,747 12,763
S1 12,687 12,687 12,751 12,717
S2 12,610 12,610 12,738
S3 12,473 12,550 12,725
S4 12,336 12,413 12,688
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,879 13,729 12,949
R3 13,444 13,294 12,830
R2 13,009 13,009 12,790
R1 12,859 12,859 12,750 12,934
PP 12,574 12,574 12,574 12,611
S1 12,424 12,424 12,670 12,499
S2 12,139 12,139 12,630
S3 11,704 11,989 12,591
S4 11,269 11,554 12,471
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,829 12,406 423 3.3% 170 1.3% 84% False False 137,476
10 12,829 12,288 541 4.2% 197 1.5% 88% False False 133,768
20 12,829 11,884 945 7.4% 187 1.5% 93% False False 67,752
40 13,213 11,884 1,329 10.4% 151 1.2% 66% False False 33,940
60 13,213 11,884 1,329 10.4% 127 1.0% 66% False False 22,629
80 13,213 11,884 1,329 10.4% 114 0.9% 66% False False 16,977
100 13,213 11,884 1,329 10.4% 96 0.7% 66% False False 13,582
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 41
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,390
2.618 13,167
1.618 13,030
1.000 12,945
0.618 12,893
HIGH 12,808
0.618 12,756
0.500 12,740
0.382 12,723
LOW 12,671
0.618 12,586
1.000 12,534
1.618 12,449
2.618 12,312
4.250 12,089
Fisher Pivots for day following 20-Jun-2012
Pivot 1 day 3 day
R1 12,755 12,750
PP 12,747 12,738
S1 12,740 12,725

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

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