mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 12,035 12,056 21 0.2% 11,356
High 12,183 12,206 23 0.2% 12,178
Low 12,017 11,999 -18 -0.1% 11,311
Close 12,066 12,112 46 0.4% 12,000
Range 166 207 41 24.7% 867
ATR 258 254 -4 -1.4% 0
Volume 122,508 116,937 -5,571 -4.5% 616,323
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 12,727 12,626 12,226
R3 12,520 12,419 12,169
R2 12,313 12,313 12,150
R1 12,212 12,212 12,131 12,263
PP 12,106 12,106 12,106 12,131
S1 12,005 12,005 12,093 12,056
S2 11,899 11,899 12,074
S3 11,692 11,798 12,055
S4 11,485 11,591 11,998
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 12,206 11,451 755 6.2% 251 2.1% 88% True False 120,638
10 12,206 11,128 1,078 8.9% 230 1.9% 91% True False 117,479
20 12,206 11,128 1,078 8.9% 248 2.0% 91% True False 125,420
40 12,228 11,128 1,100 9.1% 250 2.1% 89% False False 125,272
60 12,228 10,328 1,900 15.7% 273 2.3% 94% False False 135,069
80 12,228 10,328 1,900 15.7% 273 2.3% 94% False False 105,064
100 12,675 10,328 2,347 19.4% 284 2.3% 76% False False 84,085
120 12,675 10,328 2,347 19.4% 261 2.2% 76% False False 70,083
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 49
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,086
2.618 12,748
1.618 12,541
1.000 12,413
0.618 12,334
HIGH 12,206
0.618 12,127
0.500 12,103
0.382 12,078
LOW 11,999
0.618 11,871
1.000 11,792
1.618 11,664
2.618 11,457
4.250 11,119
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 12,109 12,108
PP 12,106 12,103
S1 12,103 12,099

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

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