mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 09-Dec-2011
Day Change Summary
Previous Current
08-Dec-2011 09-Dec-2011 Change Change % Previous Week
Open 12,143 11,934 -209 -1.7% 11,980
High 12,226 12,150 -76 -0.6% 12,226
Low 11,890 11,890 0 0.0% 11,890
Close 11,944 12,143 199 1.7% 12,143
Range 336 260 -76 -22.6% 336
ATR 235 237 2 0.8% 0
Volume 51,706 131,226 79,520 153.8% 194,799
Daily Pivots for day following 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 12,841 12,752 12,286
R3 12,581 12,492 12,215
R2 12,321 12,321 12,191
R1 12,232 12,232 12,167 12,277
PP 12,061 12,061 12,061 12,083
S1 11,972 11,972 12,119 12,017
S2 11,801 11,801 12,095
S3 11,541 11,712 12,072
S4 11,281 11,452 12,000
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 13,094 12,955 12,328
R3 12,758 12,619 12,236
R2 12,422 12,422 12,205
R1 12,283 12,283 12,174 12,353
PP 12,086 12,086 12,086 12,121
S1 11,947 11,947 12,112 12,017
S2 11,750 11,750 12,082
S3 11,414 11,611 12,051
S4 11,078 11,275 11,958
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% 228 1.9% 75% False True 38,959
10 12,226 11,260 966 8.0% 236 1.9% 91% False False 19,592
20 12,226 11,077 1,149 9.5% 221 1.8% 93% False False 9,859
40 12,226 11,077 1,149 9.5% 213 1.8% 93% False False 4,940
60 12,226 10,288 1,938 16.0% 230 1.9% 96% False False 3,307
80 12,226 10,288 1,938 16.0% 189 1.6% 96% False False 2,481
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 44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,255
2.618 12,831
1.618 12,571
1.000 12,410
0.618 12,311
HIGH 12,150
0.618 12,051
0.500 12,020
0.382 11,989
LOW 11,890
0.618 11,729
1.000 11,630
1.618 11,469
2.618 11,209
4.250 10,785
Fisher Pivots for day following 09-Dec-2011
Pivot 1 day 3 day
R1 12,102 12,115
PP 12,061 12,086
S1 12,020 12,058

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

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