mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 12,060 12,143 83 0.7% 11,278
High 12,172 12,226 54 0.4% 12,129
Low 11,990 11,890 -100 -0.8% 11,260
Close 12,146 11,944 -202 -1.7% 11,930
Range 182 336 154 84.6% 869
ATR 227 235 8 3.4% 0
Volume 9,176 51,706 42,530 463.5% 1,127
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 13,028 12,822 12,129
R3 12,692 12,486 12,037
R2 12,356 12,356 12,006
R1 12,150 12,150 11,975 12,085
PP 12,020 12,020 12,020 11,988
S1 11,814 11,814 11,913 11,749
S2 11,684 11,684 11,883
S3 11,348 11,478 11,852
S4 11,012 11,142 11,759
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 12,226 11,890 336 2.8% 216 1.8% 16% True True 12,752
10 12,226 11,077 1,149 9.6% 226 1.9% 75% True False 6,478
20 12,226 11,077 1,149 9.6% 219 1.8% 75% True False 3,300
40 12,226 11,077 1,149 9.6% 209 1.8% 75% True False 1,659
60 12,226 10,288 1,938 16.2% 229 1.9% 85% True False 1,121
80 12,226 10,288 1,938 16.2% 186 1.6% 85% True False 841
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 44
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 13,654
2.618 13,106
1.618 12,770
1.000 12,562
0.618 12,434
HIGH 12,226
0.618 12,098
0.500 12,058
0.382 12,018
LOW 11,890
0.618 11,682
1.000 11,554
1.618 11,346
2.618 11,010
4.250 10,462
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 12,058 12,058
PP 12,020 12,020
S1 11,982 11,982

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

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