mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 15-Mar-2012
Day Change Summary
Previous Current
14-Mar-2012 15-Mar-2012 Change Change % Previous Week
Open 12,909 13,109 200 1.5% 12,700
High 13,000 13,109 109 0.8% 12,751
Low 12,908 13,034 126 1.0% 12,534
Close 13,000 13,034 34 0.3% 12,720
Range 92 75 -17 -18.5% 217
ATR 76 78 2 3.1% 0
Volume 2 2 0 0.0% 12
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,284 13,234 13,075
R3 13,209 13,159 13,055
R2 13,134 13,134 13,048
R1 13,084 13,084 13,041 13,072
PP 13,059 13,059 13,059 13,053
S1 13,009 13,009 13,027 12,997
S2 12,984 12,984 13,020
S3 12,909 12,934 13,014
S4 12,834 12,859 12,993
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 13,319 13,237 12,839
R3 13,102 13,020 12,780
R2 12,885 12,885 12,760
R1 12,803 12,803 12,740 12,844
PP 12,668 12,668 12,668 12,689
S1 12,586 12,586 12,700 12,627
S2 12,451 12,451 12,680
S3 12,234 12,369 12,660
S4 12,017 12,152 12,601
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,109 12,720 389 3.0% 34 0.3% 81% True False 2
10 13,109 12,534 575 4.4% 22 0.2% 87% True False 2
20 13,109 12,534 575 4.4% 22 0.2% 87% True False 1
Crabel Price Patterns
NR True
NR4 False
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 0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,428
2.618 13,305
1.618 13,230
1.000 13,184
0.618 13,155
HIGH 13,109
0.618 13,080
0.500 13,072
0.382 13,063
LOW 13,034
0.618 12,988
1.000 12,959
1.618 12,913
2.618 12,838
4.250 12,715
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 13,072 13,026
PP 13,059 13,017
S1 13,047 13,009

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

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