mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 02-Dec-2011
Day Change Summary
Previous Current
01-Dec-2011 02-Dec-2011 Change Change % Previous Week
Open 12,017 12,001 -16 -0.1% 11,356
High 12,069 12,178 109 0.9% 12,178
Low 11,961 11,992 31 0.3% 11,311
Close 12,003 12,000 -3 0.0% 12,000
Range 108 186 78 72.2% 867
ATR 270 264 -6 -2.2% 0
Volume 101,458 105,275 3,817 3.8% 616,323
Daily Pivots for day following 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 12,615 12,493 12,102
R3 12,429 12,307 12,051
R2 12,243 12,243 12,034
R1 12,121 12,121 12,017 12,089
PP 12,057 12,057 12,057 12,041
S1 11,935 11,935 11,983 11,903
S2 11,871 11,871 11,966
S3 11,685 11,749 11,949
S4 11,499 11,563 11,898
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 14,431 14,082 12,477
R3 13,564 13,215 12,239
R2 12,697 12,697 12,159
R1 12,348 12,348 12,080 12,523
PP 11,830 11,830 11,830 11,917
S1 11,481 11,481 11,921 11,656
S2 10,963 10,963 11,841
S3 10,096 10,614 11,762
S4 9,229 9,747 11,523
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,178 11,311 867 7.2% 254 2.1% 79% True False 123,264
10 12,178 11,128 1,050 8.8% 239 2.0% 83% True False 116,420
20 12,203 11,128 1,075 9.0% 252 2.1% 81% False False 124,593
40 12,228 10,983 1,245 10.4% 253 2.1% 82% False False 125,532
60 12,228 10,328 1,900 15.8% 279 2.3% 88% False False 135,347
80 12,228 10,328 1,900 15.8% 282 2.3% 88% False False 102,075
100 12,675 10,328 2,347 19.6% 283 2.4% 71% False False 81,691
120 12,675 10,328 2,347 19.6% 261 2.2% 71% False False 68,092
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,969
2.618 12,665
1.618 12,479
1.000 12,364
0.618 12,293
HIGH 12,178
0.618 12,107
0.500 12,085
0.382 12,063
LOW 11,992
0.618 11,877
1.000 11,806
1.618 11,691
2.618 11,505
4.250 11,202
Fisher Pivots for day following 02-Dec-2011
Pivot 1 day 3 day
R1 12,085 11,938
PP 12,057 11,876
S1 12,028 11,815

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

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