mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 11,941 11,889 -52 -0.4% 11,980
High 12,075 11,945 -130 -1.1% 12,226
Low 11,829 11,716 -113 -1.0% 11,890
Close 11,895 11,762 -133 -1.1% 12,143
Range 246 229 -17 -6.9% 336
ATR 241 240 -1 -0.4% 0
Volume 150,326 148,958 -1,368 -0.9% 194,799
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 12,495 12,357 11,888
R3 12,266 12,128 11,825
R2 12,037 12,037 11,804
R1 11,899 11,899 11,783 11,854
PP 11,808 11,808 11,808 11,785
S1 11,670 11,670 11,741 11,625
S2 11,579 11,579 11,720
S3 11,350 11,441 11,699
S4 11,121 11,212 11,636
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 11,716 510 4.3% 272 2.3% 9% False True 123,266
10 12,226 11,716 510 4.3% 220 1.9% 9% False True 62,866
20 12,226 11,077 1,149 9.8% 226 1.9% 60% False False 31,524
40 12,226 11,077 1,149 9.8% 212 1.8% 60% False False 15,774
60 12,226 10,288 1,938 16.5% 233 2.0% 76% False False 10,528
80 12,226 10,288 1,938 16.5% 199 1.7% 76% False False 7,899
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 53
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 12,918
2.618 12,545
1.618 12,316
1.000 12,174
0.618 12,087
HIGH 11,945
0.618 11,858
0.500 11,831
0.382 11,804
LOW 11,716
0.618 11,575
1.000 11,487
1.618 11,346
2.618 11,117
4.250 10,743
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 11,831 11,935
PP 11,808 11,877
S1 11,785 11,820

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

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