mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 11,855 12,129 274 2.3% 11,958
High 12,142 12,203 61 0.5% 12,144
Low 11,823 11,985 162 1.4% 11,661
Close 12,112 12,060 -52 -0.4% 12,112
Range 319 218 -101 -31.7% 483
ATR 282 277 -5 -1.6% 0
Volume 104,052 109,923 5,871 5.6% 657,134
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 12,737 12,616 12,180
R3 12,519 12,398 12,120
R2 12,301 12,301 12,100
R1 12,180 12,180 12,080 12,132
PP 12,083 12,083 12,083 12,058
S1 11,962 11,962 12,040 11,914
S2 11,865 11,865 12,020
S3 11,647 11,744 12,000
S4 11,429 11,526 11,940
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 13,421 13,250 12,378
R3 12,938 12,767 12,245
R2 12,455 12,455 12,201
R1 12,284 12,284 12,156 12,370
PP 11,972 11,972 11,972 12,015
S1 11,801 11,801 12,068 11,887
S2 11,489 11,489 12,024
S3 11,006 11,318 11,979
S4 10,523 10,835 11,846
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,203 11,661 542 4.5% 289 2.4% 74% True False 131,789
10 12,203 11,571 632 5.2% 286 2.4% 77% True False 132,455
20 12,228 11,219 1,009 8.4% 268 2.2% 83% False False 129,924
40 12,228 10,328 1,900 15.8% 289 2.4% 91% False False 139,289
60 12,228 10,328 1,900 15.8% 285 2.4% 91% False False 109,248
80 12,531 10,328 2,203 18.3% 300 2.5% 79% False False 81,982
100 12,675 10,328 2,347 19.5% 271 2.2% 74% False False 65,600
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 58
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,130
2.618 12,774
1.618 12,556
1.000 12,421
0.618 12,338
HIGH 12,203
0.618 12,120
0.500 12,094
0.382 12,068
LOW 11,985
0.618 11,850
1.000 11,767
1.618 11,632
2.618 11,414
4.250 11,059
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 12,094 12,017
PP 12,083 11,975
S1 12,071 11,932

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

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