mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 11,973 12,119 146 1.2% 11,871
High 12,066 12,119 53 0.4% 12,066
Low 11,771 11,925 154 1.3% 11,617
Close 12,043 11,993 -50 -0.4% 12,043
Range 295 194 -101 -34.2% 449
ATR 242 238 -3 -1.4% 0
Volume 33 13 -20 -60.6% 127
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 12,594 12,488 12,100
R3 12,400 12,294 12,046
R2 12,206 12,206 12,029
R1 12,100 12,100 12,011 12,056
PP 12,012 12,012 12,012 11,991
S1 11,906 11,906 11,975 11,862
S2 11,818 11,818 11,958
S3 11,624 11,712 11,940
S4 11,430 11,518 11,886
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 13,256 13,098 12,290
R3 12,807 12,649 12,167
R2 12,358 12,358 12,125
R1 12,200 12,200 12,084 12,279
PP 11,909 11,909 11,909 11,948
S1 11,751 11,751 12,002 11,830
S2 11,460 11,460 11,961
S3 11,011 11,302 11,920
S4 10,562 10,853 11,796
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,119 11,617 502 4.2% 244 2.0% 75% True False 24
10 12,119 11,498 621 5.2% 220 1.8% 80% True False 21
20 12,150 11,169 981 8.2% 205 1.7% 84% False False 22
40 12,150 10,288 1,862 15.5% 239 2.0% 92% False False 29
60 12,150 10,288 1,862 15.5% 187 1.6% 92% False False 23
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 True
Stretch 43
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,944
2.618 12,627
1.618 12,433
1.000 12,313
0.618 12,239
HIGH 12,119
0.618 12,045
0.500 12,022
0.382 11,999
LOW 11,925
0.618 11,805
1.000 11,731
1.618 11,611
2.618 11,417
4.250 11,101
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 12,022 11,951
PP 12,012 11,910
S1 12,003 11,868

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

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