mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 11,356 11,497 141 1.2% 11,721
High 11,541 11,615 74 0.6% 11,725
Low 11,311 11,454 143 1.3% 11,128
Close 11,498 11,565 67 0.6% 11,187
Range 230 161 -69 -30.0% 597
ATR 266 259 -8 -2.8% 0
Volume 127,043 125,534 -1,509 -1.2% 433,452
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 12,028 11,957 11,654
R3 11,867 11,796 11,609
R2 11,706 11,706 11,595
R1 11,635 11,635 11,580 11,671
PP 11,545 11,545 11,545 11,562
S1 11,474 11,474 11,550 11,510
S2 11,384 11,384 11,536
S3 11,223 11,313 11,521
S4 11,062 11,152 11,477
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 11,615 11,128 487 4.2% 209 1.8% 90% True False 114,320
10 12,129 11,128 1,001 8.7% 225 1.9% 44% False False 124,627
20 12,203 11,128 1,075 9.3% 256 2.2% 41% False False 128,541
40 12,228 10,328 1,900 16.4% 255 2.2% 65% False False 129,480
60 12,228 10,328 1,900 16.4% 277 2.4% 65% False False 129,935
80 12,228 10,328 1,900 16.4% 295 2.5% 65% False False 97,542
100 12,675 10,328 2,347 20.3% 279 2.4% 53% False False 78,056
120 12,675 10,328 2,347 20.3% 253 2.2% 53% False False 65,061
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 50
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 12,299
2.618 12,037
1.618 11,876
1.000 11,776
0.618 11,715
HIGH 11,615
0.618 11,554
0.500 11,535
0.382 11,516
LOW 11,454
0.618 11,355
1.000 11,293
1.618 11,194
2.618 11,033
4.250 10,770
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 11,555 11,501
PP 11,545 11,436
S1 11,535 11,372

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

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