mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary
Previous Current
14-Nov-2011 15-Nov-2011 Change Change % Previous Week
Open 12,119 11,980 -139 -1.1% 11,871
High 12,119 12,049 -70 -0.6% 12,066
Low 11,925 11,865 -60 -0.5% 11,617
Close 11,993 11,971 -22 -0.2% 12,043
Range 194 184 -10 -5.2% 449
ATR 238 235 -4 -1.6% 0
Volume 13 46 33 253.8% 127
Daily Pivots for day following 15-Nov-2011
Classic Woodie Camarilla DeMark
R4 12,514 12,426 12,072
R3 12,330 12,242 12,022
R2 12,146 12,146 12,005
R1 12,058 12,058 11,988 12,010
PP 11,962 11,962 11,962 11,938
S1 11,874 11,874 11,954 11,826
S2 11,778 11,778 11,937
S3 11,594 11,690 11,921
S4 11,410 11,506 11,870
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% 251 2.1% 71% False False 32
10 12,119 11,552 567 4.7% 225 1.9% 74% False False 26
20 12,150 11,283 867 7.2% 197 1.6% 79% False False 24
40 12,150 10,288 1,862 15.6% 237 2.0% 90% False False 30
60 12,150 10,288 1,862 15.6% 190 1.6% 90% False False 24
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 44
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 12,831
2.618 12,531
1.618 12,347
1.000 12,233
0.618 12,163
HIGH 12,049
0.618 11,979
0.500 11,957
0.382 11,935
LOW 11,865
0.618 11,751
1.000 11,681
1.618 11,567
2.618 11,383
4.250 11,083
Fisher Pivots for day following 15-Nov-2011
Pivot 1 day 3 day
R1 11,966 11,962
PP 11,962 11,954
S1 11,957 11,945

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

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