mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 11,990 12,060 70 0.6% 11,278
High 12,137 12,172 35 0.3% 12,129
Low 11,934 11,990 56 0.5% 11,260
Close 12,043 12,146 103 0.9% 11,930
Range 203 182 -21 -10.3% 869
ATR 231 227 -3 -1.5% 0
Volume 1,548 9,176 7,628 492.8% 1,127
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 12,649 12,579 12,246
R3 12,467 12,397 12,196
R2 12,285 12,285 12,179
R1 12,215 12,215 12,163 12,250
PP 12,103 12,103 12,103 12,120
S1 12,033 12,033 12,129 12,068
S2 11,921 11,921 12,113
S3 11,739 11,851 12,096
S4 11,557 11,669 12,046
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 12,172 11,900 272 2.2% 169 1.4% 90% True False 2,466
10 12,172 11,077 1,095 9.0% 215 1.8% 98% True False 1,346
20 12,172 11,077 1,095 9.0% 221 1.8% 98% True False 716
40 12,172 11,077 1,095 9.0% 207 1.7% 98% True False 369
60 12,172 10,288 1,884 15.5% 230 1.9% 99% True False 259
80 12,172 10,288 1,884 15.5% 182 1.5% 99% True False 195
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,946
2.618 12,649
1.618 12,467
1.000 12,354
0.618 12,285
HIGH 12,172
0.618 12,103
0.500 12,081
0.382 12,060
LOW 11,990
0.618 11,878
1.000 11,808
1.618 11,696
2.618 11,514
4.250 11,217
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 12,124 12,115
PP 12,103 12,084
S1 12,081 12,053

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

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