mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 08-Nov-2011
Day Change Summary
Previous Current
07-Nov-2011 08-Nov-2011 Change Change % Previous Week
Open 11,958 12,005 47 0.4% 12,152
High 12,023 12,144 121 1.0% 12,160
Low 11,786 11,940 154 1.3% 11,571
Close 12,007 12,123 116 1.0% 11,941
Range 237 204 -33 -13.9% 589
ATR 273 268 -5 -1.8% 0
Volume 108,110 121,519 13,409 12.4% 662,219
Daily Pivots for day following 08-Nov-2011
Classic Woodie Camarilla DeMark
R4 12,681 12,606 12,235
R3 12,477 12,402 12,179
R2 12,273 12,273 12,161
R1 12,198 12,198 12,142 12,236
PP 12,069 12,069 12,069 12,088
S1 11,994 11,994 12,104 12,032
S2 11,865 11,865 12,086
S3 11,661 11,790 12,067
S4 11,457 11,586 12,011
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 13,658 13,388 12,265
R3 13,069 12,799 12,103
R2 12,480 12,480 12,049
R1 12,210 12,210 11,995 12,051
PP 11,891 11,891 11,891 11,811
S1 11,621 11,621 11,887 11,462
S2 11,302 11,302 11,833
S3 10,713 11,032 11,779
S4 10,124 10,443 11,617
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,144 11,592 552 4.6% 255 2.1% 96% True False 120,361
10 12,228 11,571 657 5.4% 263 2.2% 84% False False 125,488
20 12,228 11,219 1,009 8.3% 259 2.1% 90% False False 126,002
40 12,228 10,328 1,900 15.7% 285 2.3% 94% False False 139,133
60 12,228 10,328 1,900 15.7% 283 2.3% 94% False False 100,302
80 12,675 10,328 2,347 19.4% 293 2.4% 76% False False 75,269
100 12,675 10,328 2,347 19.4% 265 2.2% 76% False False 60,230
Crabel Price Patterns
NR True
NR4 True
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 46
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,011
2.618 12,678
1.618 12,474
1.000 12,348
0.618 12,270
HIGH 12,144
0.618 12,066
0.500 12,042
0.382 12,018
LOW 11,940
0.618 11,814
1.000 11,736
1.618 11,610
2.618 11,406
4.250 11,073
Fisher Pivots for day following 08-Nov-2011
Pivot 1 day 3 day
R1 12,096 12,070
PP 12,069 12,018
S1 12,042 11,965

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

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