mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 11,980 11,990 10 0.1% 11,278
High 12,109 12,137 28 0.2% 12,129
Low 11,949 11,934 -15 -0.1% 11,260
Close 11,998 12,043 45 0.4% 11,930
Range 160 203 43 26.9% 869
ATR 233 231 -2 -0.9% 0
Volume 1,143 1,548 405 35.4% 1,127
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 12,647 12,548 12,155
R3 12,444 12,345 12,099
R2 12,241 12,241 12,080
R1 12,142 12,142 12,062 12,192
PP 12,038 12,038 12,038 12,063
S1 11,939 11,939 12,025 11,989
S2 11,835 11,835 12,006
S3 11,632 11,736 11,987
S4 11,429 11,533 11,931
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 12,137 11,387 750 6.2% 248 2.1% 87% True False 656
10 12,137 11,077 1,060 8.8% 213 1.8% 91% True False 462
20 12,137 11,077 1,060 8.8% 219 1.8% 91% True False 257
40 12,150 11,077 1,073 8.9% 205 1.7% 90% False False 140
60 12,150 10,288 1,862 15.5% 229 1.9% 94% False False 106
80 12,150 10,288 1,862 15.5% 180 1.5% 94% False False 80
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 37
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,000
2.618 12,669
1.618 12,466
1.000 12,340
0.618 12,263
HIGH 12,137
0.618 12,060
0.500 12,036
0.382 12,012
LOW 11,934
0.618 11,809
1.000 11,731
1.618 11,606
2.618 11,403
4.250 11,071
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 12,041 12,040
PP 12,038 12,037
S1 12,036 12,034

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

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