mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 11,425 11,365 -60 -0.5% 12,119
High 11,507 11,375 -132 -1.1% 12,119
Low 11,354 11,149 -205 -1.8% 11,592
Close 11,377 11,164 -213 -1.9% 11,696
Range 153 226 73 47.7% 527
ATR 228 228 0 0.0% 0
Volume 335 384 49 14.6% 159
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 11,907 11,762 11,288
R3 11,681 11,536 11,226
R2 11,455 11,455 11,206
R1 11,310 11,310 11,185 11,270
PP 11,229 11,229 11,229 11,209
S1 11,084 11,084 11,143 11,044
S2 11,003 11,003 11,123
S3 10,777 10,858 11,102
S4 10,551 10,632 11,040
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 11,803 11,149 654 5.9% 201 1.8% 2% False True 212
10 12,119 11,149 970 8.7% 213 1.9% 2% False True 122
20 12,150 11,149 1,001 9.0% 207 1.8% 1% False True 72
40 12,150 10,288 1,862 16.7% 213 1.9% 47% False False 50
60 12,150 10,288 1,862 16.7% 210 1.9% 47% False False 42
80 12,150 10,288 1,862 16.7% 159 1.4% 47% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,336
2.618 11,967
1.618 11,741
1.000 11,601
0.618 11,515
HIGH 11,375
0.618 11,289
0.500 11,262
0.382 11,235
LOW 11,149
0.618 11,009
1.000 10,923
1.618 10,783
2.618 10,557
4.250 10,189
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 11,262 11,390
PP 11,229 11,314
S1 11,197 11,239

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

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