mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 02-Dec-2011

Day Change Summary
	Previous	Current
	01-Dec-2011	02-Dec-2011	Change	Change %	Previous Week
Open	11,932	11,951	19	0.2%	11,278
High	11,999	12,129	130	1.1%	12,129
Low	11,900	11,930	30	0.3%	11,260
Close	11,932	11,930	-2	0.0%	11,930
Range	99	199	100	101.0%	869
ATR	240	237	-3	-1.2%	0
Volume	278	187	-91	-32.7%	1,127

Daily Pivots for day following 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,593	12,461	12,040
R3	12,394	12,262	11,985
R2	12,195	12,195	11,967
R1	12,063	12,063	11,948	12,030
PP	11,996	11,996	11,996	11,980
S1	11,864	11,864	11,912	11,831
S2	11,797	11,797	11,894
S3	11,598	11,665	11,875
S4	11,399	11,466	11,821

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	14,380	14,024	12,408
R3	13,511	13,155	12,169
R2	12,642	12,642	12,089
R1	12,286	12,286	12,010	12,464
PP	11,773	11,773	11,773	11,862
S1	11,417	11,417	11,850	11,595
S2	10,904	10,904	11,771
S3	10,035	10,548	11,691
S4	9,166	9,679	11,452

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,129	11,260	869	7.3%	243	2.0%	77%	True	False	225
10	12,129	11,077	1,052	8.8%	217	1.8%	81%	True	False	222
20	12,129	11,077	1,052	8.8%	219	1.8%	81%	True	False	126
40	12,150	10,920	1,230	10.3%	204	1.7%	82%	False	False	74
60	12,150	10,288	1,862	15.6%	231	1.9%	88%	False	False	62
80	12,150	10,288	1,862	15.6%	175	1.5%	88%	False	False	46

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	33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,975
2.618	12,650
1.618	12,451
1.000	12,328
0.618	12,252
HIGH	12,129
0.618	12,053
0.500	12,030
0.382	12,006
LOW	11,930
0.618	11,807
1.000	11,731
1.618	11,608
2.618	11,409
4.250	11,084

Fisher Pivots for day following 02-Dec-2011
Pivot	1 day	3 day
R1	12,030	11,873
PP	11,996	11,815
S1	11,963	11,758

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