mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 11,745 11,685 -60 -0.5% 12,119
High 11,803 11,790 -13 -0.1% 12,119
Low 11,592 11,648 56 0.5% 11,592
Close 11,669 11,696 27 0.2% 11,696
Range 211 142 -69 -32.7% 527
ATR 232 226 -6 -2.8% 0
Volume 51 33 -18 -35.3% 159
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 12,137 12,059 11,774
R3 11,995 11,917 11,735
R2 11,853 11,853 11,722
R1 11,775 11,775 11,709 11,814
PP 11,711 11,711 11,711 11,731
S1 11,633 11,633 11,683 11,672
S2 11,569 11,569 11,670
S3 11,427 11,491 11,657
S4 11,285 11,349 11,618
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 13,383 13,067 11,986
R3 12,856 12,540 11,841
R2 12,329 12,329 11,793
R1 12,013 12,013 11,744 11,908
PP 11,802 11,802 11,802 11,750
S1 11,486 11,486 11,648 11,381
S2 11,275 11,275 11,600
S3 10,748 10,959 11,551
S4 10,221 10,432 11,406
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,119 11,592 527 4.5% 191 1.6% 20% False False 31
10 12,119 11,592 527 4.5% 216 1.8% 20% False False 28
20 12,150 11,498 652 5.6% 198 1.7% 30% False False 27
40 12,150 10,288 1,862 15.9% 222 1.9% 76% False False 30
60 12,150 10,288 1,862 15.9% 199 1.7% 76% False False 25
80 12,150 10,288 1,862 15.9% 155 1.3% 76% False False 19
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 47
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 12,394
2.618 12,162
1.618 12,020
1.000 11,932
0.618 11,878
HIGH 11,790
0.618 11,736
0.500 11,719
0.382 11,702
LOW 11,648
0.618 11,560
1.000 11,506
1.618 11,418
2.618 11,276
4.250 11,045
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 11,719 11,796
PP 11,711 11,763
S1 11,704 11,729

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

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