mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 15-Dec-2011

Day Change Summary
	Previous	Current
	14-Dec-2011	15-Dec-2011	Change	Change %	Previous Week
Open	11,889	11,760	-129	-1.1%	11,980
High	11,945	11,897	-48	-0.4%	12,226
Low	11,716	11,694	-22	-0.2%	11,890
Close	11,762	11,822	60	0.5%	12,143
Range	229	203	-26	-11.4%	336
ATR	240	237	-3	-1.1%	0
Volume	148,958	87,805	-61,153	-41.1%	194,799

Daily Pivots for day following 15-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,413	12,321	11,934
R3	12,210	12,118	11,878
R2	12,007	12,007	11,859
R1	11,915	11,915	11,841	11,961
PP	11,804	11,804	11,804	11,828
S1	11,712	11,712	11,804	11,758
S2	11,601	11,601	11,785
S3	11,398	11,509	11,766
S4	11,195	11,306	11,710

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	12,153	11,694	459	3.9%	246	2.1%	28%	False	True	130,486
10	12,226	11,694	532	4.5%	231	2.0%	24%	False	True	71,619
20	12,226	11,077	1,149	9.7%	225	1.9%	65%	False	False	35,914
40	12,226	11,077	1,149	9.7%	213	1.8%	65%	False	False	17,969
60	12,226	10,288	1,938	16.4%	230	1.9%	79%	False	False	11,991
80	12,226	10,288	1,938	16.4%	201	1.7%	79%	False	False	8,996

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	56
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	12,760
2.618	12,429
1.618	12,226
1.000	12,100
0.618	12,023
HIGH	11,897
0.618	11,820
0.500	11,796
0.382	11,772
LOW	11,694
0.618	11,569
1.000	11,491
1.618	11,366
2.618	11,163
4.250	10,831

Fisher Pivots for day following 15-Dec-2011
Pivot	1 day	3 day
R1	11,813	11,885
PP	11,804	11,864
S1	11,796	11,843

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols