mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 01-Dec-2011

Day Change Summary
	Previous	Current
	30-Nov-2011	01-Dec-2011	Change	Change %	Previous Week
Open	11,468	11,932	464	4.0%	11,622
High	11,964	11,999	35	0.3%	11,630
Low	11,387	11,900	513	4.5%	11,077
Close	11,964	11,932	-32	-0.3%	11,117
Range	577	99	-478	-82.8%	553
ATR	251	240	-11	-4.3%	0
Volume	124	278	154	124.2%	1,067

Daily Pivots for day following 01-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,241	12,185	11,987
R3	12,142	12,086	11,959
R2	12,043	12,043	11,950
R1	11,987	11,987	11,941	11,982
PP	11,944	11,944	11,944	11,941
S1	11,888	11,888	11,923	11,883
S2	11,845	11,845	11,914
S3	11,746	11,789	11,905
S4	11,647	11,690	11,878

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	11,999	11,077	922	7.7%	237	2.0%	93%	True	False	205
10	11,999	11,077	922	7.7%	219	1.8%	93%	True	False	209
20	12,119	11,077	1,042	8.7%	228	1.9%	82%	False	False	117
40	12,150	10,740	1,410	11.8%	205	1.7%	85%	False	False	71
60	12,150	10,288	1,862	15.6%	230	1.9%	88%	False	False	59
80	12,150	10,288	1,862	15.6%	173	1.4%	88%	False	False	44

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	36
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	12,420
2.618	12,258
1.618	12,159
1.000	12,098
0.618	12,060
HIGH	11,999
0.618	11,961
0.500	11,950
0.382	11,938
LOW	11,900
0.618	11,839
1.000	11,801
1.618	11,740
2.618	11,641
4.250	11,479

Fisher Pivots for day following 01-Dec-2011
Pivot	1 day	3 day
R1	11,950	11,852
PP	11,944	11,773
S1	11,938	11,693

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols