mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
23-Nov-2011 25-Nov-2011 Change Change % Previous Week
Open 11,365 11,200 -165 -1.5% 11,622
High 11,375 11,245 -130 -1.1% 11,630
Low 11,149 11,077 -72 -0.6% 11,077
Close 11,164 11,117 -47 -0.4% 11,117
Range 226 168 -58 -25.7% 553
ATR 228 224 -4 -1.9% 0
Volume 384 89 -295 -76.8% 1,067
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 11,650 11,552 11,210
R3 11,482 11,384 11,163
R2 11,314 11,314 11,148
R1 11,216 11,216 11,133 11,181
PP 11,146 11,146 11,146 11,129
S1 11,048 11,048 11,102 11,013
S2 10,978 10,978 11,086
S3 10,810 10,880 11,071
S4 10,642 10,712 11,025
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 12,934 12,578 11,421
R3 12,381 12,025 11,269
R2 11,828 11,828 11,219
R1 11,472 11,472 11,168 11,374
PP 11,275 11,275 11,275 11,225
S1 10,919 10,919 11,066 10,821
S2 10,722 10,722 11,016
S3 10,169 10,366 10,965
S4 9,616 9,813 10,813
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,790 11,077 713 6.4% 192 1.7% 6% False True 220
10 12,119 11,077 1,042 9.4% 207 1.9% 4% False True 125
20 12,119 11,077 1,042 9.4% 204 1.8% 4% False True 76
40 12,150 10,288 1,862 16.7% 210 1.9% 45% False False 50
60 12,150 10,288 1,862 16.7% 213 1.9% 45% False False 43
80 12,150 10,288 1,862 16.7% 160 1.4% 45% False False 32
Crabel Price Patterns
NR True
NR4 False
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 42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,959
2.618 11,685
1.618 11,517
1.000 11,413
0.618 11,349
HIGH 11,245
0.618 11,181
0.500 11,161
0.382 11,141
LOW 11,077
0.618 10,973
1.000 10,909
1.618 10,805
2.618 10,637
4.250 10,363
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 11,161 11,292
PP 11,146 11,234
S1 11,132 11,175

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

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