mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 12,194 12,012 -182 -1.5% 12,035
High 12,220 12,144 -76 -0.6% 12,293
Low 11,932 11,900 -32 -0.3% 11,957
Close 12,011 11,964 -47 -0.4% 12,210
Range 288 244 -44 -15.3% 336
ATR 259 258 -1 -0.4% 0
Volume 47,361 32,181 -15,180 -32.1% 590,307
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 12,735 12,593 12,098
R3 12,491 12,349 12,031
R2 12,247 12,247 12,009
R1 12,105 12,105 11,986 12,054
PP 12,003 12,003 12,003 11,977
S1 11,861 11,861 11,942 11,810
S2 11,759 11,759 11,919
S3 11,515 11,617 11,897
S4 11,271 11,373 11,830
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 13,161 13,022 12,395
R3 12,825 12,686 12,303
R2 12,489 12,489 12,272
R1 12,350 12,350 12,241 12,420
PP 12,153 12,153 12,153 12,188
S1 12,014 12,014 12,179 12,084
S2 11,817 11,817 12,149
S3 11,481 11,678 12,118
S4 11,145 11,342 12,025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,293 11,900 393 3.3% 265 2.2% 16% False True 86,080
10 12,293 11,451 842 7.0% 258 2.2% 61% False False 103,359
20 12,293 11,128 1,165 9.7% 242 2.0% 72% False False 113,993
40 12,293 11,128 1,165 9.7% 255 2.1% 72% False False 121,959
60 12,293 10,328 1,965 16.4% 273 2.3% 83% False False 130,857
80 12,293 10,328 1,965 16.4% 274 2.3% 83% False False 110,434
100 12,531 10,328 2,203 18.4% 289 2.4% 74% False False 88,384
120 12,675 10,328 2,347 19.6% 266 2.2% 70% False False 73,665
Crabel Price Patterns
NR True
NR4 True
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 57
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,181
2.618 12,783
1.618 12,539
1.000 12,388
0.618 12,295
HIGH 12,144
0.618 12,051
0.500 12,022
0.382 11,993
LOW 11,900
0.618 11,749
1.000 11,656
1.618 11,505
2.618 11,261
4.250 10,863
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 12,022 12,060
PP 12,003 12,028
S1 11,983 11,996

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

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