mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 30-Nov-2011
Day Change Summary
Previous Current
29-Nov-2011 30-Nov-2011 Change Change % Previous Week
Open 11,404 11,468 64 0.6% 11,622
High 11,536 11,964 428 3.7% 11,630
Low 11,400 11,387 -13 -0.1% 11,077
Close 11,494 11,964 470 4.1% 11,117
Range 136 577 441 324.3% 553
ATR 225 251 25 11.1% 0
Volume 475 124 -351 -73.9% 1,067
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 13,503 13,310 12,281
R3 12,926 12,733 12,123
R2 12,349 12,349 12,070
R1 12,156 12,156 12,017 12,253
PP 11,772 11,772 11,772 11,820
S1 11,579 11,579 11,911 11,676
S2 11,195 11,195 11,858
S3 10,618 11,002 11,805
S4 10,041 10,425 11,647
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 11,964 11,077 887 7.4% 262 2.2% 100% True False 227
10 12,000 11,077 923 7.7% 231 1.9% 96% False False 182
20 12,119 11,077 1,042 8.7% 228 1.9% 85% False False 104
40 12,150 10,562 1,588 13.3% 208 1.7% 88% False False 64
60 12,150 10,288 1,862 15.6% 228 1.9% 90% False False 54
80 12,150 10,288 1,862 15.6% 171 1.4% 90% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 36
Widest range in 88 trading days
Fibonacci Retracements and Extensions
4.250 14,416
2.618 13,475
1.618 12,898
1.000 12,541
0.618 12,321
HIGH 11,964
0.618 11,744
0.500 11,676
0.382 11,608
LOW 11,387
0.618 11,031
1.000 10,810
1.618 10,454
2.618 9,877
4.250 8,935
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 11,868 11,847
PP 11,772 11,729
S1 11,676 11,612

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

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