mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 28-Nov-2011
Day Change Summary
Previous Current
25-Nov-2011 28-Nov-2011 Change Change % Previous Week
Open 11,259 11,356 97 0.9% 11,721
High 11,349 11,541 192 1.7% 11,725
Low 11,128 11,311 183 1.6% 11,128
Close 11,187 11,498 311 2.8% 11,187
Range 221 230 9 4.1% 597
ATR 259 266 7 2.6% 0
Volume 67,934 127,043 59,109 87.0% 433,452
Daily Pivots for day following 28-Nov-2011
Classic Woodie Camarilla DeMark
R4 12,140 12,049 11,625
R3 11,910 11,819 11,561
R2 11,680 11,680 11,540
R1 11,589 11,589 11,519 11,635
PP 11,450 11,450 11,450 11,473
S1 11,359 11,359 11,477 11,405
S2 11,220 11,220 11,456
S3 10,990 11,129 11,435
S4 10,760 10,899 11,372
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 13,138 12,759 11,515
R3 12,541 12,162 11,351
R2 11,944 11,944 11,297
R1 11,565 11,565 11,242 11,456
PP 11,347 11,347 11,347 11,292
S1 10,968 10,968 11,132 10,859
S2 10,750 10,750 11,078
S3 10,153 10,371 11,023
S4 9,556 9,774 10,859
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,725 11,128 597 5.2% 237 2.1% 62% False False 112,099
10 12,203 11,128 1,075 9.3% 231 2.0% 34% False False 123,066
20 12,203 11,128 1,075 9.3% 262 2.3% 34% False False 127,500
40 12,228 10,328 1,900 16.5% 261 2.3% 62% False False 130,880
60 12,228 10,328 1,900 16.5% 279 2.4% 62% False False 127,862
80 12,228 10,328 1,900 16.5% 298 2.6% 62% False False 95,976
100 12,675 10,328 2,347 20.4% 280 2.4% 50% False False 76,801
120 12,675 10,328 2,347 20.4% 252 2.2% 50% False False 64,016
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,519
2.618 12,143
1.618 11,913
1.000 11,771
0.618 11,683
HIGH 11,541
0.618 11,453
0.500 11,426
0.382 11,399
LOW 11,311
0.618 11,169
1.000 11,081
1.618 10,939
2.618 10,709
4.250 10,334
Fisher Pivots for day following 28-Nov-2011
Pivot 1 day 3 day
R1 11,474 11,444
PP 11,450 11,389
S1 11,426 11,335

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

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