mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 12,005 12,120 115 1.0% 12,152
High 12,144 12,128 -16 -0.1% 12,160
Low 11,940 11,688 -252 -2.1% 11,571
Close 12,123 11,732 -391 -3.2% 11,941
Range 204 440 236 115.7% 589
ATR 268 280 12 4.6% 0
Volume 121,519 173,635 52,116 42.9% 662,219
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 13,169 12,891 11,974
R3 12,729 12,451 11,853
R2 12,289 12,289 11,813
R1 12,011 12,011 11,772 11,930
PP 11,849 11,849 11,849 11,809
S1 11,571 11,571 11,692 11,490
S2 11,409 11,409 11,651
S3 10,969 11,131 11,611
S4 10,529 10,691 11,490
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 4.7% 303 2.6% 25% False False 131,153
10 12,228 11,571 657 5.6% 286 2.4% 25% False False 128,736
20 12,228 11,219 1,009 8.6% 266 2.3% 51% False False 128,883
40 12,228 10,328 1,900 16.2% 285 2.4% 74% False False 139,405
60 12,228 10,328 1,900 16.2% 287 2.4% 74% False False 103,194
80 12,675 10,328 2,347 20.0% 296 2.5% 60% False False 77,439
100 12,675 10,328 2,347 20.0% 268 2.3% 60% False False 61,965
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 44
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 13,998
2.618 13,280
1.618 12,840
1.000 12,568
0.618 12,400
HIGH 12,128
0.618 11,960
0.500 11,908
0.382 11,856
LOW 11,688
0.618 11,416
1.000 11,248
1.618 10,976
2.618 10,536
4.250 9,818
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 11,908 11,916
PP 11,849 11,855
S1 11,791 11,793

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

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