mini-sized Dow ($5) Future December 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 12,625 12,696 71 0.6% 12,524
High 12,725 12,696 -29 -0.2% 12,640
Low 12,625 12,650 25 0.2% 12,235
Close 12,693 12,694 1 0.0% 12,640
Range 100 46 -54 -54.0% 405
ATR 135 129 -6 -4.7% 0
Volume 7 7 0 0.0% 22
Daily Pivots for day following 20-Jun-2012
Classic Woodie Camarilla DeMark
R4 12,818 12,802 12,719
R3 12,772 12,756 12,707
R2 12,726 12,726 12,703
R1 12,710 12,710 12,698 12,695
PP 12,680 12,680 12,680 12,673
S1 12,664 12,664 12,690 12,649
S2 12,634 12,634 12,686
S3 12,588 12,618 12,681
S4 12,542 12,572 12,669
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,720 13,585 12,863
R3 13,315 13,180 12,752
R2 12,910 12,910 12,714
R1 12,775 12,775 12,677 12,843
PP 12,505 12,505 12,505 12,539
S1 12,370 12,370 12,603 12,438
S2 12,100 12,100 12,566
S3 11,695 11,965 12,529
S4 11,290 11,560 12,417
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,752 12,460 292 2.3% 81 0.6% 80% False False 5
10 12,752 12,235 517 4.1% 71 0.6% 89% False False 4
20 12,752 11,913 839 6.6% 54 0.4% 93% False False 2
40 13,108 11,913 1,195 9.4% 58 0.5% 65% False False 3
60 13,108 11,913 1,195 9.4% 46 0.4% 65% False False 4
80 13,109 11,913 1,196 9.4% 38 0.3% 65% False False 4
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,892
2.618 12,817
1.618 12,771
1.000 12,742
0.618 12,725
HIGH 12,696
0.618 12,679
0.500 12,673
0.382 12,668
LOW 12,650
0.618 12,622
1.000 12,604
1.618 12,576
2.618 12,530
4.250 12,455
Fisher Pivots for day following 20-Jun-2012
Pivot 1 day 3 day
R1 12,687 12,690
PP 12,680 12,685
S1 12,673 12,681

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

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