mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 11,685 11,622 -63 -0.5% 12,119
High 11,790 11,630 -160 -1.4% 12,119
Low 11,648 11,360 -288 -2.5% 11,592
Close 11,696 11,455 -241 -2.1% 11,696
Range 142 270 128 90.1% 527
ATR 226 234 8 3.5% 0
Volume 33 259 226 684.8% 159
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 12,292 12,143 11,604
R3 12,022 11,873 11,529
R2 11,752 11,752 11,505
R1 11,603 11,603 11,480 11,543
PP 11,482 11,482 11,482 11,451
S1 11,333 11,333 11,430 11,273
S2 11,212 11,212 11,406
S3 10,942 11,063 11,381
S4 10,672 10,793 11,307
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 13,383 13,067 11,986
R3 12,856 12,540 11,841
R2 12,329 12,329 11,793
R1 12,013 12,013 11,744 11,908
PP 11,802 11,802 11,802 11,750
S1 11,486 11,486 11,648 11,381
S2 11,275 11,275 11,600
S3 10,748 10,959 11,551
S4 10,221 10,432 11,406
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,049 11,360 689 6.0% 207 1.8% 14% False True 81
10 12,119 11,360 759 6.6% 225 2.0% 13% False True 52
20 12,150 11,360 790 6.9% 205 1.8% 12% False True 39
40 12,150 10,288 1,862 16.3% 219 1.9% 63% False False 35
60 12,150 10,288 1,862 16.3% 204 1.8% 63% False False 30
80 12,150 10,288 1,862 16.3% 158 1.4% 63% False False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 41
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 12,778
2.618 12,337
1.618 12,067
1.000 11,900
0.618 11,797
HIGH 11,630
0.618 11,527
0.500 11,495
0.382 11,463
LOW 11,360
0.618 11,193
1.000 11,090
1.618 10,923
2.618 10,653
4.250 10,213
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 11,495 11,582
PP 11,482 11,539
S1 11,468 11,497

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

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