mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 11,951 11,980 29 0.2% 11,278
High 12,129 12,109 -20 -0.2% 12,129
Low 11,930 11,949 19 0.2% 11,260
Close 11,930 11,998 68 0.6% 11,930
Range 199 160 -39 -19.6% 869
ATR 237 233 -4 -1.7% 0
Volume 187 1,143 956 511.2% 1,127
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 12,499 12,408 12,086
R3 12,339 12,248 12,042
R2 12,179 12,179 12,027
R1 12,088 12,088 12,013 12,134
PP 12,019 12,019 12,019 12,041
S1 11,928 11,928 11,983 11,974
S2 11,859 11,859 11,969
S3 11,699 11,768 11,954
S4 11,539 11,608 11,910
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 11,387 742 6.2% 234 2.0% 82% False False 441
10 12,129 11,077 1,052 8.8% 219 1.8% 88% False False 333
20 12,129 11,077 1,052 8.8% 218 1.8% 88% False False 181
40 12,150 11,077 1,073 8.9% 204 1.7% 86% False False 102
60 12,150 10,288 1,862 15.5% 228 1.9% 92% False False 81
80 12,150 10,288 1,862 15.5% 177 1.5% 92% False False 61
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,789
2.618 12,528
1.618 12,368
1.000 12,269
0.618 12,208
HIGH 12,109
0.618 12,048
0.500 12,029
0.382 12,010
LOW 11,949
0.618 11,850
1.000 11,789
1.618 11,690
2.618 11,530
4.250 11,269
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 12,029 12,015
PP 12,019 12,009
S1 12,008 12,004

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

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