mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 28-Nov-2011
Day Change Summary
Previous Current
25-Nov-2011 28-Nov-2011 Change Change % Previous Week
Open 11,200 11,278 78 0.7% 11,622
High 11,245 11,463 218 1.9% 11,630
Low 11,077 11,260 183 1.7% 11,077
Close 11,117 11,427 310 2.8% 11,117
Range 168 203 35 20.8% 553
ATR 224 232 9 3.9% 0
Volume 89 63 -26 -29.2% 1,067
Daily Pivots for day following 28-Nov-2011
Classic Woodie Camarilla DeMark
R4 11,992 11,913 11,539
R3 11,789 11,710 11,483
R2 11,586 11,586 11,464
R1 11,507 11,507 11,446 11,547
PP 11,383 11,383 11,383 11,403
S1 11,304 11,304 11,409 11,344
S2 11,180 11,180 11,390
S3 10,977 11,101 11,371
S4 10,774 10,898 11,315
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 11,630 11,077 553 4.8% 204 1.8% 63% False False 226
10 12,119 11,077 1,042 9.1% 198 1.7% 34% False False 128
20 12,119 11,077 1,042 9.1% 210 1.8% 34% False False 76
40 12,150 10,288 1,862 16.3% 208 1.8% 61% False False 50
60 12,150 10,288 1,862 16.3% 216 1.9% 61% False False 44
80 12,150 10,288 1,862 16.3% 162 1.4% 61% False False 33
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 34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,326
2.618 11,995
1.618 11,792
1.000 11,666
0.618 11,589
HIGH 11,463
0.618 11,386
0.500 11,362
0.382 11,338
LOW 11,260
0.618 11,135
1.000 11,057
1.618 10,932
2.618 10,729
4.250 10,397
Fisher Pivots for day following 28-Nov-2011
Pivot 1 day 3 day
R1 11,405 11,375
PP 11,383 11,322
S1 11,362 11,270

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

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