mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 22-Jun-2012
Day Change Summary
Previous Current
21-Jun-2012 22-Jun-2012 Change Change % Previous Week
Open 12,761 12,498 -263 -2.1% 12,778
High 12,791 12,606 -185 -1.4% 12,829
Low 12,492 12,496 4 0.0% 12,492
Close 12,502 12,568 66 0.5% 12,568
Range 299 110 -189 -63.2% 337
ATR 186 180 -5 -2.9% 0
Volume 172,172 118,558 -53,614 -31.1% 702,630
Daily Pivots for day following 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 12,887 12,837 12,629
R3 12,777 12,727 12,598
R2 12,667 12,667 12,588
R1 12,617 12,617 12,578 12,642
PP 12,557 12,557 12,557 12,569
S1 12,507 12,507 12,558 12,532
S2 12,447 12,447 12,548
S3 12,337 12,397 12,538
S4 12,227 12,287 12,508
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,641 13,441 12,753
R3 13,304 13,104 12,661
R2 12,967 12,967 12,630
R1 12,767 12,767 12,599 12,699
PP 12,630 12,630 12,630 12,595
S1 12,430 12,430 12,537 12,362
S2 12,293 12,293 12,506
S3 11,956 12,093 12,475
S4 11,619 11,756 12,383
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,829 12,492 337 2.7% 180 1.4% 23% False False 140,526
10 12,829 12,288 541 4.3% 204 1.6% 52% False False 149,839
20 12,829 11,884 945 7.5% 192 1.5% 72% False False 82,276
40 13,213 11,884 1,329 10.6% 158 1.3% 51% False False 41,208
60 13,213 11,884 1,329 10.6% 130 1.0% 51% False False 27,474
80 13,213 11,884 1,329 10.6% 118 0.9% 51% False False 20,611
100 13,213 11,884 1,329 10.6% 100 0.8% 51% False False 16,489
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 13,074
2.618 12,894
1.618 12,784
1.000 12,716
0.618 12,674
HIGH 12,606
0.618 12,564
0.500 12,551
0.382 12,538
LOW 12,496
0.618 12,428
1.000 12,386
1.618 12,318
2.618 12,208
4.250 12,029
Fisher Pivots for day following 22-Jun-2012
Pivot 1 day 3 day
R1 12,562 12,650
PP 12,557 12,623
S1 12,551 12,595

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

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