mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 12,056 12,115 59 0.5% 11,356
High 12,206 12,251 45 0.4% 12,178
Low 11,999 12,054 55 0.5% 11,311
Close 12,112 12,214 102 0.8% 12,000
Range 207 197 -10 -4.8% 867
ATR 254 250 -4 -1.6% 0
Volume 116,937 139,165 22,228 19.0% 616,323
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 12,764 12,686 12,322
R3 12,567 12,489 12,268
R2 12,370 12,370 12,250
R1 12,292 12,292 12,232 12,331
PP 12,173 12,173 12,173 12,193
S1 12,095 12,095 12,196 12,134
S2 11,976 11,976 12,178
S3 11,779 11,898 12,160
S4 11,582 11,701 12,106
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 12,251 11,961 290 2.4% 173 1.4% 87% True False 117,068
10 12,251 11,128 1,123 9.2% 231 1.9% 97% True False 118,960
20 12,251 11,128 1,123 9.2% 247 2.0% 97% True False 126,302
40 12,251 11,128 1,123 9.2% 253 2.1% 97% True False 126,152
60 12,251 10,328 1,923 15.7% 272 2.2% 98% True False 134,856
80 12,251 10,328 1,923 15.7% 274 2.2% 98% True False 106,802
100 12,675 10,328 2,347 19.2% 284 2.3% 80% False False 85,476
120 12,675 10,328 2,347 19.2% 262 2.1% 80% False False 71,242
Crabel Price Patterns
NR True
NR4 False
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 50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,088
2.618 12,767
1.618 12,570
1.000 12,448
0.618 12,373
HIGH 12,251
0.618 12,176
0.500 12,153
0.382 12,129
LOW 12,054
0.618 11,932
1.000 11,857
1.618 11,735
2.618 11,538
4.250 11,217
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 12,194 12,184
PP 12,173 12,155
S1 12,153 12,125

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

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